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 | 1.23% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 201'563 CHF | 81'625 CHF | 99.17% | 99.17% |
12.07.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 201'621 CHF | 81'648 CHF | 99.17% | 99.17% |
11.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 193'288 CHF | 78'315 CHF | 99.16% | 99.16% |
10.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 198'349 CHF | 80'340 CHF | 99.16% | 99.16% |
09.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 194'873 CHF | 78'949 CHF | 99.17% | 99.17% |
08.07.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 185'699 CHF | 75'280 CHF | 99.15% | 99.15% |
05.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 181'808 CHF | 73'723 CHF | 99.16% | 99.16% |
04.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 194'991 CHF | 78'996 CHF | 99.17% | 99.17% |
03.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 188'450 CHF | 76'380 CHF | 99.17% | 99.17% |
02.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 200'817 CHF | 81'327 CHF | 99.16% | 99.16% |