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 | 0.98% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 306'197 CHF | 103'066 CHF | 99.16% | 99.16% |
12.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'971 CHF | 102'324 CHF | 99.24% | 99.24% |
11.07.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 307'482 CHF | 103'494 CHF | 98.03% | 98.03% |
10.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'362 CHF | 102'121 CHF | 99.24% | 99.24% |
09.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 307'372 CHF | 103'457 CHF | 99.24% | 99.24% |
08.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 301'226 CHF | 101'409 CHF | 99.16% | 99.16% |
05.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 294'166 CHF | 99'056 CHF | 98.43% | 98.43% |
04.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 296'001 CHF | 99'667 CHF | 99.23% | 99.23% |
03.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 296'214 CHF | 99'738 CHF | 98.55% | 98.55% |
02.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 288'104 CHF | 97'035 CHF | 99.23% | 99.23% |