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 | 0.94% | 1.06 CHF | 1.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 265'299 CHF | 107'120 CHF | 99.37% | 99.37% |
12.07.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 279'604 CHF | 112'841 CHF | 99.38% | 99.38% |
11.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 274'960 CHF | 110'984 CHF | 98.89% | 98.89% |
10.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 369'390 CHF | 148'756 CHF | 99.36% | 99.36% |
09.07.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 387'920 CHF | 156'168 CHF | 99.38% | 99.38% |
08.07.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 404'034 CHF | 162'614 CHF | 99.38% | 99.38% |
05.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 399'804 CHF | 160'921 CHF | 98.76% | 98.76% |
04.07.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 400'747 CHF | 161'299 CHF | 99.15% | 99.15% |
03.07.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 345'170 CHF | 139'068 CHF | 99.38% | 99.38% |
02.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 310'685 CHF | 125'274 CHF | 99.38% | 99.38% |