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 | 1.01% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'657 CHF | 99'552 CHF | 99.39% | 99.39% |
12.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 294'940 CHF | 99'314 CHF | 98.66% | 98.66% |
11.07.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'525 CHF | 93'509 CHF | 92.50% | 92.50% |
10.07.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'039 CHF | 89'346 CHF | 98.65% | 98.65% |
09.07.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'156 CHF | 87'719 CHF | 99.28% | 99.28% |
08.07.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'696 CHF | 91'232 CHF | 99.40% | 99.40% |
05.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'278 CHF | 83'093 CHF | 99.37% | 99.37% |
04.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'965 CHF | 83'988 CHF | 99.41% | 99.41% |
03.07.2024 | 1.10% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'427 CHF | 91'476 CHF | 99.02% | 99.02% |
02.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'762 CHF | 92'587 CHF | 99.13% | 99.13% |