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 | 1.16% | 0.92 CHF | 0.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 214'895 CHF | 86'958 CHF | 99.37% | 99.37% |
12.07.2024 | 1.15% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'086 CHF | 87'434 CHF | 99.38% | 99.38% |
11.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 225'887 CHF | 91'355 CHF | 99.36% | 99.36% |
10.07.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 247'364 CHF | 99'946 CHF | 99.36% | 99.36% |
09.07.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 238'834 CHF | 96'534 CHF | 99.37% | 99.37% |
08.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 238'964 CHF | 96'586 CHF | 99.38% | 99.38% |
05.07.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 231'272 CHF | 93'509 CHF | 99.14% | 99.14% |
04.07.2024 | 1.03% | 0.93 CHF | 0.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 241'236 CHF | 97'495 CHF | 99.38% | 99.38% |
03.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 248'796 CHF | 100'518 CHF | 99.38% | 99.38% |
02.07.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 271'155 CHF | 109'462 CHF | 99.38% | 99.38% |