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 | 0.71% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 419'398 CHF | 140'799 CHF | 96.85% | 96.85% |
12.07.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 413'685 CHF | 138'895 CHF | 98.81% | 98.81% |
11.07.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 415'593 CHF | 139'531 CHF | 99.03% | 99.03% |
10.07.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 400'799 CHF | 134'600 CHF | 96.54% | 96.54% |
09.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 397'368 CHF | 133'456 CHF | 98.10% | 98.10% |
08.07.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 380'583 CHF | 127'861 CHF | 98.81% | 98.81% |
05.07.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 353'546 CHF | 118'849 CHF | 94.94% | 94.94% |
04.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'240 CHF | 119'747 CHF | 98.66% | 98.66% |
03.07.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 350'256 CHF | 117'752 CHF | 99.11% | 99.11% |
02.07.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 354'993 CHF | 119'331 CHF | 98.63% | 98.63% |