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 | 1.33% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 187'401 CHF | 75'960 CHF | 99.17% | 99.17% |
12.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 185'849 CHF | 75'340 CHF | 99.17% | 99.17% |
11.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 184'612 CHF | 74'845 CHF | 99.16% | 99.16% |
10.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 184'521 CHF | 74'809 CHF | 99.16% | 99.16% |
09.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 180'481 CHF | 73'192 CHF | 99.17% | 99.17% |
08.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 176'547 CHF | 71'619 CHF | 99.16% | 99.16% |
05.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 177'125 CHF | 71'850 CHF | 99.16% | 99.16% |
04.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 179'911 CHF | 72'964 CHF | 99.17% | 99.17% |
03.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 185'467 CHF | 75'187 CHF | 99.16% | 99.16% |
02.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 193'598 CHF | 78'439 CHF | 99.17% | 99.17% |