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 | 1.49% | 0.67 CHF | 0.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 166'615 CHF | 67'646 CHF | 99.17% | 99.17% |
12.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 165'175 CHF | 67'070 CHF | 99.17% | 99.17% |
11.07.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 163'710 CHF | 66'484 CHF | 99.16% | 99.16% |
10.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 163'137 CHF | 66'255 CHF | 99.16% | 99.16% |
09.07.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 159'168 CHF | 64'667 CHF | 99.17% | 99.17% |
08.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 155'390 CHF | 63'156 CHF | 99.15% | 99.15% |
05.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 155'303 CHF | 63'121 CHF | 99.16% | 99.16% |
04.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 158'279 CHF | 64'312 CHF | 99.17% | 99.17% |
03.07.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 164'395 CHF | 66'758 CHF | 99.17% | 99.17% |
02.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 172'309 CHF | 69'923 CHF | 99.16% | 99.16% |