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 | 1.08% | 0.92 CHF | 0.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 229'447 CHF | 92'779 CHF | 99.37% | 99.37% |
12.07.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 247'595 CHF | 100'038 CHF | 99.38% | 99.38% |
11.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 99'991 | 241'432 CHF | 97'564 CHF | 98.89% | 98.89% |
10.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 359'735 CHF | 144'894 CHF | 99.36% | 99.36% |
09.07.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 382'716 CHF | 154'087 CHF | 99.38% | 99.38% |
08.07.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 402'832 CHF | 162'133 CHF | 99.38% | 99.38% |
05.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 398'081 CHF | 160'233 CHF | 98.76% | 98.76% |
04.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 398'770 CHF | 160'508 CHF | 99.15% | 99.15% |
03.07.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 250'000 | 100'000 | 250'000 | 99'996 | 332'323 CHF | 133'924 CHF | 99.38% | 99.38% |
02.07.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 289'417 CHF | 116'767 CHF | 99.38% | 99.38% |