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% | 1.70 CHF | 1.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 413'863 CHF | 166'545 CHF | 99.37% | 99.37% |
12.07.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 417'999 CHF | 168'200 CHF | 99.38% | 99.38% |
11.07.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 433'802 CHF | 174'521 CHF | 99.37% | 99.37% |
10.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 456'658 CHF | 183'663 CHF | 99.36% | 99.36% |
09.07.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 453'742 CHF | 182'497 CHF | 99.38% | 99.38% |
08.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 453'849 CHF | 182'540 CHF | 99.38% | 99.38% |
05.07.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 444'080 CHF | 178'632 CHF | 99.14% | 99.14% |
04.07.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 449'896 CHF | 180'958 CHF | 99.38% | 99.38% |
03.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 456'996 CHF | 183'799 CHF | 99.38% | 99.38% |
02.07.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 478'652 CHF | 192'461 CHF | 99.38% | 99.38% |