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 | 0.99% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'453 CHF | 101'151 CHF | 99.28% | 99.28% |
12.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'136 CHF | 101'045 CHF | 98.55% | 98.55% |
11.07.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'779 CHF | 95'260 CHF | 92.39% | 92.39% |
10.07.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'617 CHF | 90'872 CHF | 98.56% | 98.56% |
09.07.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'137 CHF | 89'379 CHF | 99.18% | 99.18% |
08.07.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'738 CHF | 92'913 CHF | 99.29% | 99.29% |
05.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'690 CHF | 84'563 CHF | 99.27% | 99.27% |
04.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'174 CHF | 85'391 CHF | 99.31% | 99.31% |
03.07.2024 | 1.08% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'976 CHF | 92'992 CHF | 98.96% | 98.96% |
02.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'224 CHF | 94'075 CHF | 99.14% | 99.14% |