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 | 0.97% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 309'109 CHF | 104'036 CHF | 99.38% | 99.38% |
12.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 308'234 CHF | 103'745 CHF | 99.37% | 99.37% |
11.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 305'220 CHF | 102'740 CHF | 99.37% | 99.37% |
10.07.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'849 CHF | 100'616 CHF | 99.37% | 99.37% |
09.07.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'650 CHF | 102'217 CHF | 99.37% | 99.37% |
08.07.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'822 CHF | 98'607 CHF | 99.38% | 99.38% |
05.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 290'789 CHF | 97'930 CHF | 99.38% | 99.38% |
04.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'466 CHF | 95'155 CHF | 98.59% | 98.59% |
03.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 263'828 CHF | 88'943 CHF | 99.38% | 99.38% |
02.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'382 CHF | 83'794 CHF | 99.37% | 99.37% |