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 | 0.86% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 345'754 CHF | 116'252 CHF | 99.17% | 99.17% |
12.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'339 CHF | 119'780 CHF | 99.24% | 99.24% |
11.07.2024 | 0.81% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 368'846 CHF | 123'949 CHF | 90.52% | 90.52% |
10.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'361 CHF | 121'120 CHF | 97.49% | 97.49% |
09.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 355'412 CHF | 119'471 CHF | 98.69% | 98.69% |
08.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 357'079 CHF | 120'026 CHF | 98.54% | 98.54% |
05.07.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 327'109 CHF | 110'036 CHF | 92.03% | 92.03% |
04.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 330'880 CHF | 111'293 CHF | 99.05% | 99.05% |
03.07.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 323'288 CHF | 108'763 CHF | 95.39% | 95.39% |
02.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 314'299 CHF | 105'766 CHF | 95.12% | 95.12% |