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 | 1.00% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 248'821 CHF | 100'529 CHF | 99.17% | 99.17% |
12.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 252'361 CHF | 101'944 CHF | 99.16% | 99.16% |
11.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 248'655 CHF | 100'462 CHF | 99.17% | 99.17% |
10.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 241'999 CHF | 97'800 CHF | 99.17% | 99.17% |
09.07.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 223'885 CHF | 90'554 CHF | 99.16% | 99.16% |
08.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'976 CHF | 87'791 CHF | 99.15% | 99.15% |
05.07.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'176 CHF | 87'470 CHF | 99.16% | 99.16% |
04.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 213'002 CHF | 86'201 CHF | 99.17% | 99.17% |
03.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 205'689 CHF | 83'276 CHF | 99.17% | 99.17% |
02.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 204'183 CHF | 82'673 CHF | 99.16% | 99.16% |