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 | 0.87% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 343'264 CHF | 115'421 CHF | 99.42% | 99.42% |
12.07.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 318'329 CHF | 107'110 CHF | 99.41% | 99.41% |
11.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'047 CHF | 106'016 CHF | 99.41% | 99.41% |
10.07.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'773 CHF | 100'591 CHF | 99.41% | 99.41% |
09.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'849 CHF | 96'283 CHF | 99.42% | 99.42% |
08.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'839 CHF | 94'946 CHF | 99.42% | 99.42% |
05.07.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 293'876 CHF | 98'959 CHF | 99.41% | 99.41% |
04.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'115 CHF | 95'705 CHF | 99.41% | 99.41% |
03.07.2024 | 1.15% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'214 CHF | 87'738 CHF | 99.41% | 99.41% |
02.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'872 CHF | 82'291 CHF | 99.31% | 99.31% |