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 | 1.02% | 0.97 CHF | 0.98 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 282'766 CHF | 285'666 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 290'000 | 290'000 | 294'017 | 294'017 | 299'081 CHF | 302'021 CHF | 100.00% | 100.00% |
11.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300'000 | 300'000 | 299'836 | 299'836 | 312'640 CHF | 315'640 CHF | 99.99% | 99.99% |
10.07.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 300'000 | 300'000 | 300'012 | 300'012 | 327'415 CHF | 330'415 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 310'000 | 310'000 | 305'573 | 305'573 | 337'741 CHF | 340'800 CHF | 99.77% | 99.77% |
08.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 348'500 CHF | 351'600 CHF | 99.26% | 99.26% |
05.07.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 310'000 | 310'000 | 305'924 | 305'924 | 338'822 CHF | 341'881 CHF | 99.99% | 99.99% |
04.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 353'035 CHF | 356'135 CHF | 99.60% | 99.60% |
03.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 300'000 | 300'110 | 300'110 | 326'735 CHF | 329'736 CHF | 100.00% | 100.00% |
02.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 324'570 CHF | 327'570 CHF | 100.00% | 100.00% |