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 | 1.34% | 0.75 CHF | 0.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 185'897 CHF | 75'359 CHF | 99.17% | 99.17% |
12.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 182'514 CHF | 74'006 CHF | 99.16% | 99.16% |
11.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 186'545 CHF | 75'618 CHF | 99.17% | 99.17% |
10.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 193'176 CHF | 78'270 CHF | 99.16% | 99.16% |
09.07.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 211'204 CHF | 85'481 CHF | 99.17% | 99.17% |
08.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 218'111 CHF | 88'244 CHF | 99.15% | 99.15% |
05.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 221'237 CHF | 89'495 CHF | 99.16% | 99.16% |
04.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 224'307 CHF | 90'723 CHF | 99.17% | 99.17% |
03.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 231'630 CHF | 93'652 CHF | 99.17% | 99.17% |
02.07.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 233'230 CHF | 94'292 CHF | 99.16% | 99.16% |