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 | 0.88% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 340'417 CHF | 114'472 CHF | 86.23% | 86.23% |
12.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'625 CHF | 121'208 CHF | 99.31% | 99.31% |
11.07.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 391'790 CHF | 131'597 CHF | 97.99% | 97.99% |
10.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 375'812 CHF | 126'271 CHF | 95.89% | 95.89% |
09.07.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 379'789 CHF | 127'596 CHF | 96.67% | 96.67% |
08.07.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 354'897 CHF | 119'299 CHF | 92.95% | 92.95% |
05.07.2024 | 0.81% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 369'122 CHF | 124'041 CHF | 95.53% | 95.53% |
04.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 374'073 CHF | 125'691 CHF | 99.31% | 99.31% |
03.07.2024 | 0.82% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 363'704 CHF | 122'235 CHF | 97.74% | 97.74% |
02.07.2024 | 0.89% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 337'570 CHF | 113'523 CHF | 99.31% | 99.31% |