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 | 0.84% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'091 CHF | 119'697 CHF | 92.11% | 92.11% |
12.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'444 CHF | 121'148 CHF | 93.99% | 93.99% |
11.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 352'734 CHF | 118'578 CHF | 93.66% | 93.66% |
10.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 352'534 CHF | 118'511 CHF | 87.74% | 87.74% |
09.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 344'963 CHF | 115'988 CHF | 93.79% | 93.79% |
08.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 355'504 CHF | 119'501 CHF | 89.68% | 89.68% |
05.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 358'787 CHF | 120'596 CHF | 98.72% | 98.72% |
04.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 341'418 CHF | 114'806 CHF | 86.01% | 86.01% |
03.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 336'620 CHF | 113'207 CHF | 94.48% | 94.48% |
02.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 327'617 CHF | 110'206 CHF | 95.02% | 95.02% |