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% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 370'872 CHF | 124'624 CHF | 99.20% | 99.20% |
12.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 375'267 CHF | 126'089 CHF | 99.42% | 99.42% |
11.07.2024 | 0.72% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 415'316 CHF | 139'439 CHF | 98.79% | 98.79% |
10.07.2024 | 0.71% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 418'834 CHF | 140'611 CHF | 99.51% | 99.51% |
09.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 420'078 CHF | 141'026 CHF | 98.67% | 98.67% |
08.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 421'906 CHF | 141'635 CHF | 99.46% | 99.46% |
05.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 413'541 CHF | 138'847 CHF | 99.31% | 99.31% |
04.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 413'016 CHF | 138'672 CHF | 99.56% | 99.56% |
03.07.2024 | 0.70% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 429'238 CHF | 144'079 CHF | 99.26% | 99.26% |
02.07.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 404'072 CHF | 135'691 CHF | 99.17% | 99.17% |