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 | 0.86% | 1.15 CHF | 1.16 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 260'010 CHF | 87'420 CHF | 96.56% | 96.56% |
12.07.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 254'765 CHF | 85'672 CHF | 98.92% | 98.92% |
11.07.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 256'289 CHF | 86'180 CHF | 99.07% | 99.07% |
10.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 244'255 CHF | 82'168 CHF | 96.59% | 96.59% |
09.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 241'784 CHF | 81'345 CHF | 98.03% | 98.03% |
08.07.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 227'483 CHF | 76'578 CHF | 98.74% | 98.74% |
05.07.2024 | 1.09% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'390 CHF | 92'463 CHF | 94.94% | 94.94% |
04.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'929 CHF | 92'977 CHF | 98.65% | 98.65% |
03.07.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'703 CHF | 91'234 CHF | 99.06% | 99.06% |
02.07.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 297'952 | 99'317 | 274'211 CHF | 92'397 CHF | 98.65% | 98.65% |