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 | 1.05% | 0.92 CHF | 0.93 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 213'220 CHF | 47'882 CHF | 99.27% | 99.27% |
12.07.2024 | 1.04% | 1.02 CHF | 1.03 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 214'967 CHF | 48'271 CHF | 99.27% | 99.27% |
11.07.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 211'242 CHF | 47'443 CHF | 99.27% | 99.27% |
10.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 205'613 CHF | 46'192 CHF | 99.27% | 99.27% |
09.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 206'110 CHF | 46'302 CHF | 99.27% | 99.27% |
08.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 207'572 CHF | 46'627 CHF | 99.21% | 99.21% |
05.07.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 207'357 CHF | 46'579 CHF | 99.27% | 99.27% |
04.07.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 210'685 CHF | 47'319 CHF | 99.27% | 99.27% |
03.07.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 213'526 CHF | 47'950 CHF | 99.27% | 99.27% |
02.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 202'856 CHF | 45'579 CHF | 99.26% | 99.26% |