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 | 1.10% | 0.87 CHF | 0.88 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 202'681 CHF | 45'540 CHF | 99.17% | 99.17% |
12.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 207'218 CHF | 46'548 CHF | 99.16% | 99.16% |
11.07.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 200'430 CHF | 45'040 CHF | 99.17% | 99.17% |
10.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 203'824 CHF | 45'794 CHF | 99.17% | 99.17% |
09.07.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 200'202 CHF | 44'989 CHF | 99.17% | 99.17% |
08.07.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 191'152 CHF | 42'978 CHF | 99.15% | 99.15% |
05.07.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 178'897 CHF | 40'255 CHF | 98.84% | 98.84% |
04.07.2024 | 1.36% | 0.79 CHF | 0.80 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 165'283 CHF | 37'230 CHF | 99.00% | 99.00% |
03.07.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 107'315 CHF | 24'348 CHF | 99.17% | 99.17% |
02.07.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 97'836 CHF | 22'241 CHF | 99.16% | 99.16% |