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% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'395 CHF | 121'132 CHF | 99.38% | 99.38% |
12.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 359'199 CHF | 120'733 CHF | 99.37% | 99.37% |
11.07.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 354'769 CHF | 119'256 CHF | 99.37% | 99.37% |
10.07.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 347'628 CHF | 116'876 CHF | 99.37% | 99.37% |
09.07.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 353'252 CHF | 118'751 CHF | 99.37% | 99.37% |
08.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 342'708 CHF | 115'236 CHF | 99.38% | 99.38% |
05.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 340'663 CHF | 114'554 CHF | 99.38% | 99.38% |
04.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 332'122 CHF | 111'707 CHF | 98.59% | 98.59% |
03.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 311'802 CHF | 104'934 CHF | 99.38% | 99.38% |
02.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'206 CHF | 98'402 CHF | 99.37% | 99.37% |