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 | 0.73% | 1.40 CHF | 1.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 340'738 CHF | 137'295 CHF | 99.17% | 99.17% |
12.07.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 345'433 CHF | 139'173 CHF | 99.16% | 99.16% |
11.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 349'655 CHF | 140'862 CHF | 99.16% | 99.16% |
10.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 353'140 CHF | 142'256 CHF | 99.16% | 99.16% |
09.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 359'541 CHF | 144'816 CHF | 99.17% | 99.17% |
08.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 354'813 CHF | 142'925 CHF | 99.16% | 99.16% |
05.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 350'770 CHF | 141'308 CHF | 99.15% | 99.15% |
04.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 351'973 CHF | 141'789 CHF | 99.17% | 99.17% |
03.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 357'152 CHF | 143'861 CHF | 99.16% | 99.16% |
02.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 376'319 CHF | 151'528 CHF | 99.16% | 99.16% |