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 | 1.52% | 0.77 CHF | 0.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 164'490 CHF | 66'796 CHF | 99.16% | 99.16% |
12.07.2024 | 1.49% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 167'274 CHF | 67'910 CHF | 99.17% | 99.17% |
11.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 163'239 CHF | 66'296 CHF | 99.16% | 99.16% |
10.07.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 179'246 CHF | 72'698 CHF | 99.16% | 99.16% |
09.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 158'150 CHF | 64'260 CHF | 99.16% | 99.16% |
08.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 190'379 CHF | 77'152 CHF | 99.15% | 99.15% |
05.07.2024 | 1.27% | 0.84 CHF | 0.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 196'471 CHF | 79'588 CHF | 99.16% | 99.16% |
04.07.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 189'120 CHF | 76'648 CHF | 99.17% | 99.17% |
03.07.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 195'555 CHF | 79'222 CHF | 99.17% | 99.17% |
02.07.2024 | 1.10% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 226'062 CHF | 91'425 CHF | 99.17% | 99.17% |