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 | 0.91% | 1.09 CHF | 1.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 272'292 CHF | 109'917 CHF | 99.17% | 99.17% |
12.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 270'014 CHF | 109'006 CHF | 99.17% | 99.17% |
11.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 273'845 CHF | 110'538 CHF | 99.16% | 99.16% |
10.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 280'501 CHF | 113'200 CHF | 99.16% | 99.16% |
09.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 298'615 CHF | 120'446 CHF | 99.17% | 99.17% |
08.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 305'523 CHF | 123'209 CHF | 99.15% | 99.15% |
05.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 308'248 CHF | 124'299 CHF | 99.16% | 99.16% |
04.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 310'501 CHF | 125'200 CHF | 99.17% | 99.17% |
03.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 317'911 CHF | 128'164 CHF | 99.17% | 99.17% |
02.07.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 319'650 CHF | 128'860 CHF | 99.16% | 99.16% |