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 | 0.92% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 324'040 CHF | 109'013 CHF | 99.16% | 99.16% |
12.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'419 CHF | 106'473 CHF | 85.85% | 85.85% |
11.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 308'891 CHF | 103'964 CHF | 99.22% | 99.22% |
10.07.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'011 CHF | 86'337 CHF | 99.23% | 99.23% |
09.07.2024 | 1.09% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'778 CHF | 92'593 CHF | 99.24% | 99.24% |
08.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 278'426 CHF | 93'809 CHF | 99.23% | 99.23% |
05.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 290'663 CHF | 97'888 CHF | 93.18% | 93.18% |
04.07.2024 | 1.00% | 1.00 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'250 CHF | 100'417 CHF | 97.32% | 97.32% |
03.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'778 CHF | 96'593 CHF | 99.24% | 99.24% |
02.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'302 CHF | 93'101 CHF | 97.30% | 97.30% |