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 | 0.77% | 1.29 CHF | 1.30 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 323'027 CHF | 97'658 CHF | 97.49% | 97.49% |
12.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 321'428 CHF | 97'178 CHF | 99.42% | 99.42% |
11.07.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 335'093 CHF | 101'278 CHF | 99.23% | 99.23% |
10.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 352'672 CHF | 106'552 CHF | 98.31% | 98.31% |
09.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 348'962 CHF | 105'439 CHF | 97.74% | 97.74% |
08.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 334'688 CHF | 101'156 CHF | 97.87% | 97.87% |
05.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 337'532 CHF | 102'010 CHF | 98.87% | 98.87% |
04.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 336'774 CHF | 101'782 CHF | 99.41% | 99.41% |
03.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 345'337 CHF | 104'351 CHF | 97.58% | 97.58% |
02.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 343'038 CHF | 103'661 CHF | 97.69% | 97.69% |