Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.04% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'482 CHF | 96'494 CHF | 99.42% | 99.42% |
12.07.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'296 CHF | 109'432 CHF | 99.42% | 99.42% |
11.07.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'000 CHF | 94'667 CHF | 98.06% | 98.06% |
10.07.2024 | 1.24% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 240'656 CHF | 81'219 CHF | 98.90% | 98.90% |
09.07.2024 | 1.23% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'434 CHF | 81'811 CHF | 99.42% | 99.42% |
08.07.2024 | 1.04% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'509 CHF | 96'503 CHF | 99.41% | 99.41% |
05.07.2024 | 0.92% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'077 CHF | 109'692 CHF | 99.14% | 99.14% |
04.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'850 CHF | 107'617 CHF | 99.39% | 99.39% |
03.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'904 CHF | 107'635 CHF | 99.42% | 99.42% |
02.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'733 CHF | 96'578 CHF | 99.31% | 99.31% |