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 | 0.70% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 427'477 CHF | 143'492 CHF | 98.68% | 98.68% |
12.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 416'594 CHF | 139'865 CHF | 98.76% | 98.76% |
11.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 376'981 CHF | 126'660 CHF | 99.22% | 99.22% |
10.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 370'361 CHF | 124'454 CHF | 97.38% | 97.38% |
09.07.2024 | 0.78% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 382'194 CHF | 128'398 CHF | 98.39% | 98.39% |
08.07.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 404'449 CHF | 135'816 CHF | 97.36% | 97.36% |
05.07.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 420'681 CHF | 141'227 CHF | 98.57% | 98.57% |
04.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 421'750 CHF | 141'583 CHF | 93.09% | 93.09% |
03.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 418'592 CHF | 140'531 CHF | 99.23% | 99.23% |
02.07.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 395'989 CHF | 132'996 CHF | 98.88% | 98.88% |