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 | 1.30% | 0.78 CHF | 0.79 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 190'759 CHF | 57'978 CHF | 96.96% | 96.96% |
12.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 186'062 CHF | 56'569 CHF | 99.24% | 99.24% |
11.07.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 197'919 CHF | 60'126 CHF | 97.99% | 97.99% |
10.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 204'432 CHF | 62'080 CHF | 99.06% | 99.06% |
09.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 203'010 CHF | 61'653 CHF | 98.75% | 98.75% |
08.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 198'316 CHF | 60'245 CHF | 99.21% | 99.21% |
05.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 202'842 CHF | 61'603 CHF | 99.23% | 99.23% |
04.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 205'000 CHF | 62'250 CHF | 99.19% | 99.19% |
03.07.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 200'610 CHF | 60'933 CHF | 97.56% | 97.56% |
02.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 206'519 CHF | 62'706 CHF | 98.80% | 98.80% |