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 | 1.20% | 0.80 CHF | 0.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 186'194 CHF | 62'815 CHF | 99.16% | 99.16% |
12.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 191'975 CHF | 64'742 CHF | 99.17% | 99.17% |
11.07.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 187'141 CHF | 63'130 CHF | 99.17% | 99.17% |
10.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 190'911 CHF | 64'387 CHF | 99.16% | 99.16% |
09.07.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 186'727 CHF | 62'993 CHF | 99.17% | 99.17% |
08.07.2024 | 1.27% | 0.83 CHF | 0.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 176'776 CHF | 59'675 CHF | 99.15% | 99.15% |
05.07.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 164'544 CHF | 55'598 CHF | 98.84% | 98.84% |
04.07.2024 | 1.48% | 0.73 CHF | 0.74 CHF | 225'000 | 75'000 | 236'981 | 75'000 | 159'102 CHF | 51'525 CHF | 99.00% | 99.00% |
03.07.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 135'411 CHF | 34'603 CHF | 99.17% | 99.17% |
02.07.2024 | 2.38% | 0.44 CHF | 0.45 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 124'463 CHF | 31'866 CHF | 99.16% | 99.16% |