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 | 0.85% | 1.16 CHF | 1.17 CHF | 280'000 | 280'000 | 279'239 | 279'239 | 328'031 CHF | 330'823 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 1.22 CHF | 1.23 CHF | 280'000 | 280'000 | 283'001 | 283'001 | 322'313 CHF | 325'143 CHF | 99.99% | 99.99% |
11.07.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 290'000 | 290'000 | 288'475 | 288'475 | 310'562 CHF | 313'448 CHF | 99.99% | 99.99% |
10.07.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 301'420 CHF | 304'348 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 300'000 | 300'000 | 292'851 | 292'851 | 301'568 CHF | 304'497 CHF | 99.74% | 99.74% |
08.07.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 290'000 | 290'000 | 288'796 | 288'796 | 314'345 CHF | 317'233 CHF | 99.30% | 99.30% |
05.07.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 290'000 | 290'000 | 284'906 | 284'906 | 317'598 CHF | 320'447 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 290'000 | 290'000 | 288'799 | 288'799 | 310'806 CHF | 313'694 CHF | 99.59% | 99.59% |
03.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 290'000 | 290'000 | 290'661 | 290'661 | 306'571 CHF | 309'478 CHF | 100.00% | 100.00% |
02.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 295'000 | 295'000 | 293'784 | 293'784 | 304'104 CHF | 307'042 CHF | 100.00% | 100.00% |