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 | 2.18% | 0.57 CHF | 0.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 114'570 CHF | 46'828 CHF | 99.16% | 99.16% |
12.07.2024 | 2.12% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 117'288 CHF | 47'915 CHF | 99.17% | 99.17% |
11.07.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 113'239 CHF | 46'296 CHF | 99.17% | 99.17% |
10.07.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 129'246 CHF | 52'698 CHF | 99.16% | 99.16% |
09.07.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 107'983 CHF | 44'193 CHF | 99.16% | 99.16% |
08.07.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 140'378 CHF | 57'151 CHF | 99.16% | 99.16% |
05.07.2024 | 1.70% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 146'471 CHF | 59'588 CHF | 99.16% | 99.16% |
04.07.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 138'840 CHF | 56'536 CHF | 99.17% | 99.17% |
03.07.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 145'555 CHF | 59'222 CHF | 99.17% | 99.17% |
02.07.2024 | 1.42% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 176'062 CHF | 71'425 CHF | 99.17% | 99.17% |