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 | 0.83% | 1.26 CHF | 1.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 301'304 CHF | 121'522 CHF | 99.17% | 99.17% |
12.07.2024 | 0.80% | 1.19 CHF | 1.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 309'377 CHF | 124'751 CHF | 99.17% | 99.17% |
11.07.2024 | 0.80% | 1.20 CHF | 1.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 310'207 CHF | 125'083 CHF | 99.16% | 99.16% |
10.07.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 326'750 CHF | 131'700 CHF | 99.16% | 99.16% |
09.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 321'508 CHF | 129'603 CHF | 99.17% | 99.17% |
08.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 309'550 CHF | 124'820 CHF | 99.16% | 99.16% |
05.07.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 308'561 CHF | 124'424 CHF | 99.16% | 99.16% |
04.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 282'806 CHF | 114'122 CHF | 99.17% | 99.17% |
03.07.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 295'192 CHF | 119'077 CHF | 99.16% | 99.16% |
02.07.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 304'200 CHF | 122'680 CHF | 99.16% | 99.16% |