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 | 0.87% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 343'969 CHF | 115'656 CHF | 99.38% | 99.38% |
12.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 343'491 CHF | 115'497 CHF | 99.37% | 99.37% |
11.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 338'893 CHF | 113'964 CHF | 99.37% | 99.37% |
10.07.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 329'866 CHF | 110'956 CHF | 99.37% | 99.37% |
09.07.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 336'411 CHF | 113'137 CHF | 99.37% | 99.37% |
08.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'368 CHF | 107'789 CHF | 99.38% | 99.38% |
05.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 317'251 CHF | 106'750 CHF | 99.38% | 99.38% |
04.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 306'213 CHF | 103'071 CHF | 98.59% | 98.59% |
03.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 278'902 CHF | 93'967 CHF | 99.38% | 99.38% |
02.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'064 CHF | 87'688 CHF | 99.37% | 99.37% |