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 | 0.60% | 1.63 CHF | 1.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 417'377 CHF | 167'951 CHF | 99.37% | 99.37% |
12.07.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 417'208 CHF | 167'883 CHF | 99.38% | 99.38% |
11.07.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 400'160 CHF | 161'064 CHF | 99.36% | 99.36% |
10.07.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 388'407 CHF | 156'363 CHF | 99.36% | 99.36% |
09.07.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 407'997 CHF | 164'199 CHF | 99.38% | 99.38% |
08.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 406'854 CHF | 163'741 CHF | 99.38% | 99.38% |
05.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 403'848 CHF | 162'539 CHF | 99.14% | 99.14% |
04.07.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 403'481 CHF | 162'392 CHF | 99.38% | 99.38% |
03.07.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 402'874 CHF | 162'150 CHF | 99.38% | 99.38% |
02.07.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 386'616 CHF | 155'646 CHF | 99.37% | 99.37% |