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 | 0.80% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'183 CHF | 125'061 CHF | 98.72% | 98.72% |
12.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 368'548 CHF | 123'849 CHF | 70.32% | 70.32% |
11.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'060 CHF | 122'353 CHF | 98.78% | 98.78% |
10.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 354'555 CHF | 119'185 CHF | 97.48% | 97.48% |
09.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 351'095 CHF | 118'032 CHF | 98.26% | 98.26% |
08.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 344'156 CHF | 115'719 CHF | 98.68% | 98.68% |
05.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 348'430 CHF | 117'143 CHF | 98.28% | 98.28% |
04.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 354'937 CHF | 119'312 CHF | 98.06% | 98.06% |
03.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 359'581 CHF | 120'860 CHF | 99.00% | 99.00% |
02.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 370'233 CHF | 124'411 CHF | 97.76% | 97.76% |