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 | 1.40% | 0.71 CHF | 0.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 177'303 CHF | 71'921 CHF | 99.17% | 99.17% |
12.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 179'392 CHF | 72'757 CHF | 99.17% | 99.17% |
11.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 178'188 CHF | 72'275 CHF | 99.17% | 99.17% |
10.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 175'992 CHF | 71'397 CHF | 99.16% | 99.16% |
09.07.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 170'133 CHF | 69'053 CHF | 99.17% | 99.17% |
08.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 170'344 CHF | 69'137 CHF | 99.16% | 99.16% |
05.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 172'357 CHF | 69'943 CHF | 99.16% | 99.16% |
04.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 171'704 CHF | 69'682 CHF | 99.17% | 99.17% |
03.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 167'521 CHF | 68'009 CHF | 99.17% | 99.17% |
02.07.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 160'130 CHF | 65'052 CHF | 99.16% | 99.16% |