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% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 343'846 CHF | 115'615 CHF | 94.91% | 94.91% |
12.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 346'470 CHF | 116'490 CHF | 99.17% | 99.17% |
11.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 348'754 CHF | 117'251 CHF | 98.13% | 98.13% |
10.07.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 362'502 CHF | 121'834 CHF | 99.23% | 99.23% |
09.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 370'684 CHF | 124'561 CHF | 99.23% | 99.23% |
08.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'837 CHF | 122'612 CHF | 98.69% | 98.69% |
05.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 369'994 CHF | 124'331 CHF | 98.73% | 98.73% |
04.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 369'349 CHF | 124'116 CHF | 99.23% | 99.23% |
03.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 370'025 CHF | 124'342 CHF | 99.23% | 99.23% |
02.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 369'207 CHF | 124'069 CHF | 99.23% | 99.23% |