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 | 1.21% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 206'020 CHF | 83'408 CHF | 99.37% | 99.37% |
12.07.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 217'926 CHF | 88'171 CHF | 99.38% | 99.38% |
11.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 213'951 CHF | 86'580 CHF | 98.89% | 98.89% |
10.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 292'894 CHF | 118'158 CHF | 99.36% | 99.36% |
09.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 307'936 CHF | 124'174 CHF | 99.38% | 99.38% |
08.07.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 321'572 CHF | 129'629 CHF | 99.38% | 99.38% |
05.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 318'384 CHF | 128'354 CHF | 98.76% | 98.76% |
04.07.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 318'767 CHF | 128'507 CHF | 99.15% | 99.15% |
03.07.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 275'741 CHF | 111'296 CHF | 99.38% | 99.38% |
02.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 248'350 CHF | 100'340 CHF | 99.38% | 99.38% |