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 | 0.81% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 368'398 CHF | 123'799 CHF | 98.97% | 98.97% |
12.07.2024 | 0.87% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 341'830 CHF | 114'943 CHF | 99.68% | 99.68% |
11.07.2024 | 0.93% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 322'902 CHF | 108'634 CHF | 98.71% | 98.71% |
10.07.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 309'034 CHF | 104'011 CHF | 98.47% | 98.47% |
09.07.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 321'603 CHF | 108'201 CHF | 99.57% | 99.57% |
08.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 323'016 CHF | 108'672 CHF | 96.26% | 96.26% |
05.07.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 334'331 CHF | 112'444 CHF | 99.49% | 99.49% |
04.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 342'875 CHF | 115'292 CHF | 99.39% | 99.39% |
03.07.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'260 CHF | 109'420 CHF | 99.61% | 99.61% |
02.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'778 CHF | 109'926 CHF | 99.39% | 99.39% |