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 | 0.98% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'959 CHF | 102'320 CHF | 96.72% | 96.72% |
12.07.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'896 CHF | 100'632 CHF | 99.05% | 99.05% |
11.07.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'777 CHF | 101'259 CHF | 99.17% | 99.17% |
10.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'998 CHF | 96'666 CHF | 96.57% | 96.57% |
09.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'978 CHF | 95'659 CHF | 98.01% | 98.01% |
08.07.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'862 CHF | 90'287 CHF | 98.78% | 98.78% |
05.07.2024 | 1.22% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 244'300 CHF | 82'434 CHF | 94.94% | 94.94% |
04.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'285 CHF | 83'428 CHF | 98.62% | 98.62% |
03.07.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 241'762 CHF | 81'587 CHF | 99.08% | 99.08% |
02.07.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'575 CHF | 83'525 CHF | 98.63% | 98.63% |