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 | 1.02% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 293'800 CHF | 98'933 CHF | 99.27% | 99.27% |
12.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 301'431 CHF | 101'477 CHF | 99.27% | 99.27% |
11.07.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'088 CHF | 102'029 CHF | 99.27% | 99.27% |
10.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'120 CHF | 97'373 CHF | 99.27% | 99.27% |
09.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 296'027 CHF | 99'676 CHF | 99.27% | 99.27% |
08.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 278'873 CHF | 93'958 CHF | 99.24% | 99.24% |
05.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'880 CHF | 91'293 CHF | 99.27% | 99.27% |
04.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'803 CHF | 99'601 CHF | 99.27% | 99.27% |
03.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 294'594 CHF | 99'198 CHF | 99.27% | 99.27% |
02.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'749 CHF | 97'583 CHF | 99.27% | 99.27% |