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 | 0.91% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'656 CHF | 109'885 CHF | 86.23% | 86.23% |
12.07.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 308'174 CHF | 103'725 CHF | 99.31% | 99.31% |
11.07.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'755 CHF | 93'585 CHF | 97.99% | 97.99% |
10.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'829 CHF | 99'610 CHF | 95.90% | 95.90% |
09.07.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'034 CHF | 98'345 CHF | 96.67% | 96.67% |
08.07.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'316 CHF | 106'439 CHF | 92.95% | 92.95% |
05.07.2024 | 0.98% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 304'111 CHF | 102'370 CHF | 95.51% | 95.51% |
04.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'981 CHF | 101'327 CHF | 99.31% | 99.31% |
03.07.2024 | 0.96% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 312'576 CHF | 105'192 CHF | 97.74% | 97.74% |
02.07.2024 | 0.88% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 339'388 CHF | 114'129 CHF | 99.31% | 99.31% |