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 | 1.00% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 297'038 CHF | 100'013 CHF | 90.15% | 90.15% |
12.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 302'361 CHF | 101'787 CHF | 97.74% | 97.74% |
11.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'423 CHF | 99'474 CHF | 95.79% | 95.79% |
10.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 294'596 CHF | 99'199 CHF | 95.45% | 95.45% |
09.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 287'476 CHF | 96'826 CHF | 96.81% | 96.81% |
08.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 305'469 CHF | 102'823 CHF | 94.95% | 94.95% |
05.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'618 CHF | 101'206 CHF | 91.96% | 91.96% |
04.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'217 CHF | 99'406 CHF | 88.84% | 88.84% |
03.07.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'125 CHF | 96'042 CHF | 94.36% | 94.36% |
02.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'509 CHF | 93'170 CHF | 95.90% | 95.90% |