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 | 0.86% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 290'060 CHF | 117'024 CHF | 99.37% | 99.37% |
12.07.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 310'858 CHF | 125'343 CHF | 99.38% | 99.38% |
11.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 323'593 CHF | 130'437 CHF | 99.37% | 99.37% |
10.07.2024 | 0.72% | 1.33 CHF | 1.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 347'667 CHF | 140'067 CHF | 99.36% | 99.36% |
09.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 354'999 CHF | 143'000 CHF | 99.38% | 99.38% |
08.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 364'221 CHF | 146'688 CHF | 99.38% | 99.38% |
05.07.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 355'888 CHF | 143'355 CHF | 99.14% | 99.14% |
04.07.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 371'754 CHF | 149'702 CHF | 99.38% | 99.38% |
03.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 346'740 CHF | 139'696 CHF | 99.38% | 99.38% |
02.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 342'716 CHF | 138'086 CHF | 99.38% | 99.38% |