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 | 0.83% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 361'728 CHF | 121'576 CHF | 93.60% | 93.60% |
12.07.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'623 CHF | 121'208 CHF | 93.23% | 93.23% |
11.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 346'848 CHF | 116'616 CHF | 94.45% | 94.45% |
10.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 351'321 CHF | 118'107 CHF | 96.11% | 96.11% |
09.07.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 366'493 CHF | 123'164 CHF | 91.36% | 91.36% |
08.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'371 CHF | 122'457 CHF | 95.78% | 95.78% |
05.07.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 368'427 CHF | 123'809 CHF | 92.63% | 92.63% |
04.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'902 CHF | 122'634 CHF | 90.46% | 90.46% |
03.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 362'839 CHF | 121'946 CHF | 96.86% | 96.86% |
02.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 374'662 CHF | 125'887 CHF | 94.72% | 94.72% |