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 | 1.26% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 197'300 CHF | 79'920 CHF | 99.17% | 99.17% |
12.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 198'731 CHF | 80'492 CHF | 99.16% | 99.16% |
11.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 198'120 CHF | 80'248 CHF | 99.17% | 99.17% |
10.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 195'771 CHF | 79'309 CHF | 99.16% | 99.16% |
09.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 189'954 CHF | 76'982 CHF | 99.17% | 99.17% |
08.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 189'249 CHF | 76'700 CHF | 99.16% | 99.16% |
05.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 191'955 CHF | 77'782 CHF | 99.16% | 99.16% |
04.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 191'359 CHF | 77'544 CHF | 99.17% | 99.17% |
03.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 187'134 CHF | 75'854 CHF | 99.17% | 99.17% |
02.07.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 179'326 CHF | 72'731 CHF | 99.16% | 99.16% |