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% | 1.68 CHF | 1.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 430'586 CHF | 173'234 CHF | 99.37% | 99.37% |
12.07.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 427'378 CHF | 171'951 CHF | 99.38% | 99.38% |
11.07.2024 | 0.61% | 1.71 CHF | 1.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 411'580 CHF | 165'632 CHF | 99.37% | 99.37% |
10.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 389'001 CHF | 156'600 CHF | 99.36% | 99.36% |
09.07.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 392'335 CHF | 157'934 CHF | 99.37% | 99.37% |
08.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 392'562 CHF | 158'025 CHF | 99.37% | 99.37% |
05.07.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 403'004 CHF | 162'202 CHF | 99.14% | 99.14% |
04.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 397'093 CHF | 159'837 CHF | 99.38% | 99.38% |
03.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 390'504 CHF | 157'201 CHF | 99.38% | 99.38% |
02.07.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 368'848 CHF | 148'539 CHF | 99.38% | 99.38% |