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 | 0.74% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 401'847 CHF | 134'949 CHF | 99.38% | 99.38% |
12.07.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 396'204 CHF | 133'068 CHF | 99.38% | 99.38% |
11.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'688 CHF | 125'229 CHF | 99.38% | 99.38% |
10.07.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 367'115 CHF | 123'372 CHF | 99.37% | 99.37% |
09.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 375'523 CHF | 126'174 CHF | 99.38% | 99.38% |
08.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 378'064 CHF | 127'021 CHF | 99.38% | 99.38% |
05.07.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 386'108 CHF | 129'703 CHF | 99.38% | 99.38% |
04.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'039 CHF | 125'013 CHF | 98.59% | 98.59% |
03.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 369'954 CHF | 124'318 CHF | 99.37% | 99.37% |
02.07.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 352'548 CHF | 118'516 CHF | 99.38% | 99.38% |