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 | 1.02% | 0.97 CHF | 0.98 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 243'189 CHF | 73'707 CHF | 97.48% | 97.48% |
12.07.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 241'783 CHF | 73'285 CHF | 99.42% | 99.42% |
11.07.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 255'360 CHF | 77'358 CHF | 99.23% | 99.23% |
10.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 272'787 CHF | 82'586 CHF | 98.31% | 98.31% |
09.07.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 269'202 CHF | 81'511 CHF | 97.74% | 97.74% |
08.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 254'814 CHF | 77'194 CHF | 97.87% | 97.87% |
05.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 257'593 CHF | 78'028 CHF | 98.87% | 98.87% |
04.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 256'682 CHF | 77'755 CHF | 99.41% | 99.41% |
03.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 265'073 CHF | 80'272 CHF | 97.58% | 97.58% |
02.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 262'789 CHF | 79'587 CHF | 97.69% | 97.69% |