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 | 0.83% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 361'082 CHF | 121'361 CHF | 96.73% | 96.73% |
12.07.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 354'472 CHF | 119'157 CHF | 98.88% | 98.88% |
11.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'552 CHF | 119'851 CHF | 99.05% | 99.05% |
10.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 343'237 CHF | 115'412 CHF | 96.57% | 96.57% |
09.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 340'088 CHF | 114'363 CHF | 98.00% | 98.00% |
08.07.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 324'622 CHF | 109'207 CHF | 98.76% | 98.76% |
05.07.2024 | 0.99% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'828 CHF | 101'276 CHF | 94.94% | 94.94% |
04.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'572 CHF | 102'191 CHF | 98.65% | 98.65% |
03.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'490 CHF | 100'497 CHF | 99.09% | 99.09% |
02.07.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'393 CHF | 102'131 CHF | 98.64% | 98.64% |