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 | 0.79% | 1.26 CHF | 1.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 379'694 CHF | 127'565 CHF | 99.16% | 99.16% |
12.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'125 CHF | 125'042 CHF | 85.85% | 85.85% |
11.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'725 CHF | 122'575 CHF | 99.23% | 99.23% |
10.07.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 311'737 CHF | 104'912 CHF | 99.24% | 99.24% |
09.07.2024 | 0.90% | 1.03 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 330'630 CHF | 111'210 CHF | 99.24% | 99.24% |
08.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 334'037 CHF | 112'346 CHF | 99.23% | 99.23% |
05.07.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 346'324 CHF | 116'441 CHF | 93.18% | 93.18% |
04.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 354'325 CHF | 119'108 CHF | 97.32% | 97.32% |
03.07.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 342'754 CHF | 115'252 CHF | 99.23% | 99.23% |
02.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 332'241 CHF | 111'747 CHF | 97.30% | 97.30% |