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 | 0.89% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 336'744 CHF | 113'248 CHF | 98.70% | 98.70% |
12.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 333'187 CHF | 112'062 CHF | 70.32% | 70.32% |
11.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 328'697 CHF | 110'566 CHF | 98.77% | 98.77% |
10.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'237 CHF | 107'412 CHF | 97.49% | 97.49% |
09.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'653 CHF | 106'218 CHF | 98.26% | 98.26% |
08.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 308'699 CHF | 103'900 CHF | 98.67% | 98.67% |
05.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 312'990 CHF | 105'330 CHF | 98.27% | 98.27% |
04.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'444 CHF | 107'481 CHF | 98.05% | 98.05% |
03.07.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 324'217 CHF | 109'072 CHF | 99.01% | 99.01% |
02.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 334'929 CHF | 112'643 CHF | 97.75% | 97.75% |