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 | 1.07% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 278'179 CHF | 93'727 CHF | 98.95% | 98.95% |
12.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'497 CHF | 94'499 CHF | 99.28% | 99.28% |
11.07.2024 | 0.94% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'642 CHF | 107'547 CHF | 98.90% | 98.90% |
10.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'633 CHF | 106'211 CHF | 99.23% | 99.23% |
09.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 314'736 CHF | 105'912 CHF | 97.99% | 97.99% |
08.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'953 CHF | 106'318 CHF | 99.36% | 99.36% |
05.07.2024 | 1.02% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'414 CHF | 98'471 CHF | 99.30% | 99.30% |
04.07.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'828 CHF | 95'943 CHF | 99.56% | 99.56% |
03.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'550 CHF | 94'184 CHF | 99.47% | 99.47% |
02.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'855 | 100'285 | 259'992 CHF | 87'667 CHF | 99.45% | 99.45% |