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 | 0.78% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 299'924 | 99'975 | 384'824 CHF | 129'274 CHF | 96.69% | 96.69% |
12.07.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 378'829 CHF | 127'276 CHF | 98.81% | 98.81% |
11.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 380'577 CHF | 127'859 CHF | 99.22% | 99.22% |
10.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 365'252 CHF | 122'751 CHF | 96.56% | 96.56% |
09.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 362'124 CHF | 121'708 CHF | 97.99% | 97.99% |
08.07.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 344'914 CHF | 115'971 CHF | 98.76% | 98.76% |
05.07.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 318'066 CHF | 107'022 CHF | 94.94% | 94.94% |
04.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 321'106 CHF | 108'035 CHF | 98.64% | 98.64% |
03.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 314'847 CHF | 105'949 CHF | 99.08% | 99.08% |
02.07.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 321'882 CHF | 108'294 CHF | 98.63% | 98.63% |