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 | 1.12% | 0.89 CHF | 0.90 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 267'800 CHF | 45'133 CHF | 98.95% | 98.95% |
12.07.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 302'916 CHF | 50'986 CHF | 99.17% | 99.17% |
11.07.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 299'983 CHF | 50'497 CHF | 99.17% | 99.17% |
10.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 294'555 CHF | 49'593 CHF | 98.71% | 98.71% |
09.07.2024 | 0.99% | 0.95 CHF | 0.96 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 301'928 CHF | 50'821 CHF | 99.17% | 99.17% |
08.07.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 331'576 CHF | 55'763 CHF | 99.15% | 99.15% |
05.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 328'864 CHF | 55'311 CHF | 99.15% | 99.15% |
04.07.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 312'130 CHF | 52'522 CHF | 99.17% | 99.17% |
03.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 268'486 CHF | 45'248 CHF | 99.17% | 99.17% |
02.07.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 256'452 CHF | 43'242 CHF | 99.16% | 99.16% |