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 | 0.85% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 350'417 CHF | 117'806 CHF | 99.19% | 99.19% |
12.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 338'095 CHF | 113'698 CHF | 99.27% | 99.27% |
11.07.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 336'216 CHF | 113'072 CHF | 99.23% | 99.23% |
10.07.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 359'014 CHF | 120'671 CHF | 99.23% | 99.23% |
09.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 368'975 CHF | 123'992 CHF | 99.24% | 99.24% |
08.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 363'554 CHF | 122'185 CHF | 99.24% | 99.24% |
05.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 383'799 CHF | 128'933 CHF | 99.23% | 99.23% |
04.07.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 390'710 CHF | 131'237 CHF | 99.23% | 99.23% |
03.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 393'802 CHF | 132'267 CHF | 99.23% | 99.23% |
02.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 384'417 CHF | 129'139 CHF | 99.23% | 99.23% |