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 | 1.37% | 0.73 CHF | 0.74 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 163'073 CHF | 36'738 CHF | 99.17% | 99.17% |
12.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 165'758 CHF | 37'335 CHF | 99.16% | 99.16% |
11.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 162'978 CHF | 36'717 CHF | 99.17% | 99.17% |
10.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 159'564 CHF | 35'959 CHF | 99.17% | 99.17% |
09.07.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 153'016 CHF | 34'504 CHF | 99.16% | 99.16% |
08.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 152'782 CHF | 34'452 CHF | 99.16% | 99.16% |
05.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 155'276 CHF | 35'006 CHF | 99.15% | 99.15% |
04.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 154'438 CHF | 34'820 CHF | 99.17% | 99.17% |
03.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 149'644 CHF | 33'754 CHF | 99.15% | 99.15% |
02.07.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 140'468 CHF | 31'715 CHF | 99.17% | 99.17% |