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 | 0.87% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 342'848 CHF | 115'283 CHF | 96.83% | 96.83% |
12.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 338'181 CHF | 113'727 CHF | 98.81% | 98.81% |
11.07.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 340'073 CHF | 114'358 CHF | 99.06% | 99.06% |
10.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'415 CHF | 109'805 CHF | 96.58% | 96.58% |
09.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 323'427 CHF | 108'809 CHF | 98.08% | 98.08% |
08.07.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 307'660 CHF | 103'553 CHF | 98.76% | 98.76% |
05.07.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'322 CHF | 95'441 CHF | 94.94% | 94.94% |
04.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'128 CHF | 96'376 CHF | 98.65% | 98.65% |
03.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'683 CHF | 94'561 CHF | 99.05% | 99.05% |
02.07.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'632 CHF | 96'211 CHF | 98.63% | 98.63% |