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 | 0.97% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 299'843 | 99'948 | 307'880 CHF | 103'626 CHF | 99.12% | 99.12% |
12.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 309'521 CHF | 104'174 CHF | 99.14% | 99.14% |
11.07.2024 | 0.84% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'005 CHF | 119'668 CHF | 98.86% | 98.86% |
10.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 351'758 CHF | 118'253 CHF | 99.20% | 99.20% |
09.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 350'765 CHF | 117'922 CHF | 97.95% | 97.95% |
08.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 352'132 CHF | 118'377 CHF | 99.36% | 99.36% |
05.07.2024 | 0.92% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'979 CHF | 109'660 CHF | 99.34% | 99.34% |
04.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 317'012 CHF | 106'671 CHF | 99.55% | 99.55% |
03.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 310'479 CHF | 104'493 CHF | 99.50% | 99.50% |
02.07.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'232 CHF | 96'411 CHF | 99.46% | 99.46% |