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 | 1.21% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'408 CHF | 83'469 CHF | 99.39% | 99.39% |
12.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'652 CHF | 83'884 CHF | 98.64% | 98.64% |
11.07.2024 | 1.12% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'458 CHF | 90'153 CHF | 92.51% | 92.51% |
10.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'727 CHF | 94'576 CHF | 98.65% | 98.65% |
09.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'744 CHF | 96'248 CHF | 99.29% | 99.29% |
08.07.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'763 CHF | 92'254 CHF | 99.40% | 99.40% |
05.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'301 CHF | 101'100 CHF | 99.38% | 99.38% |
04.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 299'675 CHF | 100'892 CHF | 99.41% | 99.41% |
03.07.2024 | 1.07% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'759 CHF | 93'586 CHF | 99.06% | 99.06% |
02.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'650 CHF | 92'883 CHF | 99.14% | 99.14% |