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 | 0.96% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 278'691 | 92'897 | 289'976 CHF | 97'588 CHF | 99.23% | 99.23% |
12.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'953 CHF | 106'318 CHF | 99.05% | 99.05% |
11.07.2024 | 0.83% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'298 CHF | 121'099 CHF | 98.73% | 98.73% |
10.07.2024 | 0.82% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 363'210 CHF | 122'070 CHF | 99.51% | 99.51% |
09.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'444 CHF | 122'481 CHF | 98.58% | 98.58% |
08.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 365'939 CHF | 122'980 CHF | 99.39% | 99.39% |
05.07.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 355'460 CHF | 119'487 CHF | 99.30% | 99.30% |
04.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 354'741 CHF | 119'247 CHF | 99.56% | 99.56% |
03.07.2024 | 0.80% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'191 CHF | 125'064 CHF | 99.34% | 99.34% |
02.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 346'167 CHF | 116'389 CHF | 99.18% | 99.18% |