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 | 0.75% | 1.34 CHF | 1.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 397'408 CHF | 133'469 CHF | 99.16% | 99.16% |
12.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 407'948 CHF | 136'983 CHF | 99.24% | 99.24% |
11.07.2024 | 0.71% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 420'340 CHF | 141'113 CHF | 90.52% | 90.52% |
10.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 412'000 CHF | 138'333 CHF | 97.49% | 97.49% |
09.07.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 406'673 CHF | 136'558 CHF | 98.69% | 98.69% |
08.07.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 409'070 CHF | 137'357 CHF | 98.54% | 98.54% |
05.07.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 378'629 CHF | 127'210 CHF | 92.03% | 92.03% |
04.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 382'518 CHF | 128'506 CHF | 99.05% | 99.05% |
03.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 375'180 CHF | 126'060 CHF | 95.39% | 95.39% |
02.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 366'141 CHF | 123'047 CHF | 95.11% | 95.11% |