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 | 0.76% | 1.26 CHF | 1.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 393'250 CHF | 132'083 CHF | 99.19% | 99.19% |
12.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 405'690 CHF | 136'230 CHF | 99.27% | 99.27% |
11.07.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 407'014 CHF | 136'671 CHF | 99.23% | 99.23% |
10.07.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 382'776 CHF | 128'592 CHF | 99.23% | 99.23% |
09.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'957 CHF | 125'319 CHF | 99.24% | 99.24% |
08.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 377'936 CHF | 126'979 CHF | 99.24% | 99.24% |
05.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 359'388 CHF | 120'796 CHF | 99.23% | 99.23% |
04.07.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 352'960 CHF | 118'653 CHF | 99.23% | 99.23% |
03.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 349'539 CHF | 117'513 CHF | 99.23% | 99.23% |
02.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 357'193 CHF | 120'064 CHF | 99.24% | 99.24% |