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 | 0.97% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 306'394 CHF | 103'131 CHF | 99.58% | 99.58% |
12.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 318'802 CHF | 107'267 CHF | 99.57% | 99.57% |
11.07.2024 | 0.89% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 334'628 CHF | 112'543 CHF | 93.75% | 93.75% |
10.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 322'796 CHF | 108'599 CHF | 98.50% | 98.50% |
09.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'854 CHF | 106'618 CHF | 99.03% | 99.03% |
08.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'590 CHF | 107'530 CHF | 99.58% | 99.58% |
05.07.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'615 CHF | 95'205 CHF | 89.70% | 89.70% |
04.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 287'711 CHF | 96'904 CHF | 99.20% | 99.20% |
03.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'394 CHF | 93'131 CHF | 97.74% | 97.74% |
02.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 266'109 CHF | 89'703 CHF | 95.41% | 95.41% |