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 | 0.99% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'357 CHF | 101'119 CHF | 99.17% | 99.17% |
12.07.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 294'064 CHF | 99'021 CHF | 99.16% | 99.16% |
11.07.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 294'376 CHF | 99'126 CHF | 99.17% | 99.17% |
10.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'623 CHF | 94'208 CHF | 99.16% | 99.16% |
09.07.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'118 CHF | 96'040 CHF | 99.16% | 99.16% |
08.07.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'996 CHF | 100'665 CHF | 99.15% | 99.15% |
05.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'887 CHF | 101'296 CHF | 99.13% | 99.13% |
04.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 327'017 CHF | 110'006 CHF | 99.17% | 99.17% |
03.07.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'320 CHF | 106'107 CHF | 99.15% | 99.15% |
02.07.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 306'958 CHF | 103'319 CHF | 99.16% | 99.16% |