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 | 0.58% | 1.73 CHF | 1.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 431'557 CHF | 173'623 CHF | 99.37% | 99.37% |
12.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 424'674 CHF | 170'870 CHF | 99.38% | 99.38% |
11.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 427'073 CHF | 171'829 CHF | 98.89% | 98.89% |
10.07.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 379'819 CHF | 152'928 CHF | 99.36% | 99.36% |
09.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 370'592 CHF | 149'237 CHF | 99.38% | 99.38% |
08.07.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 362'619 CHF | 146'048 CHF | 99.38% | 99.38% |
05.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 364'765 CHF | 146'906 CHF | 98.76% | 98.76% |
04.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 364'449 CHF | 146'780 CHF | 99.15% | 99.15% |
03.07.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 388'512 CHF | 156'405 CHF | 99.38% | 99.38% |
02.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 405'961 CHF | 163'384 CHF | 99.38% | 99.38% |