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 | 1.05% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'065 CHF | 95'688 CHF | 92.12% | 92.12% |
12.07.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 288'543 CHF | 97'181 CHF | 93.99% | 93.99% |
11.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'964 CHF | 94'655 CHF | 93.66% | 93.66% |
10.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'772 CHF | 94'591 CHF | 87.74% | 87.74% |
09.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'194 CHF | 92'065 CHF | 93.78% | 93.78% |
08.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'039 CHF | 95'680 CHF | 89.68% | 89.68% |
05.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 287'142 CHF | 96'714 CHF | 98.70% | 98.70% |
04.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'664 CHF | 90'888 CHF | 86.00% | 86.00% |
03.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'079 CHF | 89'360 CHF | 94.47% | 94.47% |
02.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'259 CHF | 86'420 CHF | 95.01% | 95.01% |