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 | 1.26% | 0.76 CHF | 0.77 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 177'687 CHF | 39'986 CHF | 99.27% | 99.27% |
12.07.2024 | 1.25% | 0.86 CHF | 0.87 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 179'591 CHF | 40'409 CHF | 99.27% | 99.27% |
11.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 175'722 CHF | 39'549 CHF | 99.27% | 99.27% |
10.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 168'563 CHF | 37'959 CHF | 99.27% | 99.27% |
09.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 168'830 CHF | 38'018 CHF | 99.27% | 99.27% |
08.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 170'274 CHF | 38'339 CHF | 99.21% | 99.21% |
05.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 169'210 CHF | 38'102 CHF | 99.27% | 99.27% |
04.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 172'125 CHF | 38'750 CHF | 99.27% | 99.27% |
03.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 174'789 CHF | 39'342 CHF | 99.27% | 99.27% |
02.07.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 164'078 CHF | 36'962 CHF | 99.27% | 99.27% |