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 | 0.88% | 1.17 CHF | 1.18 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 282'284 CHF | 85'435 CHF | 96.97% | 96.97% |
12.07.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 271'883 CHF | 82'315 CHF | 99.23% | 99.23% |
11.07.2024 | 0.84% | 1.14 CHF | 1.15 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 296'040 CHF | 89'562 CHF | 97.99% | 97.99% |
10.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 309'041 CHF | 93'462 CHF | 99.06% | 99.06% |
09.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 307'554 CHF | 93'016 CHF | 98.76% | 98.76% |
08.07.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 297'757 CHF | 90'077 CHF | 99.21% | 99.21% |
05.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 305'522 CHF | 92'407 CHF | 99.23% | 99.23% |
04.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 308'871 CHF | 93'411 CHF | 99.19% | 99.19% |
03.07.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 301'272 CHF | 91'132 CHF | 97.56% | 97.56% |
02.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 312'236 CHF | 94'421 CHF | 98.79% | 98.79% |