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 | 1.26% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 197'616 CHF | 80'047 CHF | 99.17% | 99.17% |
12.07.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 202'013 CHF | 81'805 CHF | 99.17% | 99.17% |
11.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 206'403 CHF | 83'561 CHF | 99.16% | 99.16% |
10.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 209'785 CHF | 84'914 CHF | 99.16% | 99.16% |
09.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'194 CHF | 87'478 CHF | 99.17% | 99.17% |
08.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 211'756 CHF | 85'703 CHF | 99.16% | 99.16% |
05.07.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 207'464 CHF | 83'986 CHF | 99.16% | 99.16% |
04.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 208'629 CHF | 84'452 CHF | 99.17% | 99.17% |
03.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 213'618 CHF | 86'447 CHF | 99.17% | 99.17% |
02.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 233'040 CHF | 94'216 CHF | 99.17% | 99.17% |