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 | 1.44% | 0.69 CHF | 0.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 172'486 CHF | 69'994 CHF | 99.37% | 99.37% |
12.07.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 99'939 | 184'391 CHF | 74'711 CHF | 99.02% | 99.38% |
11.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 99'982 | 180'435 CHF | 73'161 CHF | 98.89% | 98.89% |
10.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 259'101 CHF | 104'640 CHF | 99.36% | 99.36% |
09.07.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 274'545 CHF | 110'818 CHF | 99.38% | 99.38% |
08.07.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 287'928 CHF | 116'171 CHF | 99.38% | 99.38% |
05.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 284'644 CHF | 114'857 CHF | 98.76% | 98.76% |
04.07.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 285'175 CHF | 115'070 CHF | 99.15% | 99.15% |
03.07.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 242'061 CHF | 97'825 CHF | 99.38% | 99.38% |
02.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 99'996 | 214'538 CHF | 86'812 CHF | 99.38% | 99.38% |