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 | 1.38% | 0.73 CHF | 0.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 180'460 CHF | 182'960 CHF | 89.14% | 89.14% |
12.07.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 167'516 CHF | 170'016 CHF | 99.01% | 99.01% |
11.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 159'600 CHF | 162'100 CHF | 99.09% | 99.09% |
10.07.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 145'479 CHF | 147'979 CHF | 100.00% | 100.00% |
09.07.2024 | 3.92% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 151'716 | 151'716 | 84'897 CHF | 87'976 CHF | 100.00% | 100.00% |
08.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 136'203 CHF | 138'703 CHF | 99.37% | 99.37% |
05.07.2024 | 1.75% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 141'345 CHF | 143'845 CHF | 98.26% | 98.26% |
04.07.2024 | 4.70% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 134'218 | 134'218 | 70'410 CHF | 73'645 CHF | 99.37% | 99.37% |
03.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 147'310 CHF | 149'810 CHF | 100.00% | 100.00% |
02.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 149'695 CHF | 152'195 CHF | 100.00% | 100.00% |