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 | 0.56% | 1.71 CHF | 1.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 443'363 CHF | 178'345 CHF | 99.37% | 99.37% |
12.07.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 453'388 CHF | 182'355 CHF | 99.38% | 99.38% |
11.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 442'950 CHF | 178'180 CHF | 99.38% | 99.38% |
10.07.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 411'008 CHF | 165'403 CHF | 99.36% | 99.36% |
09.07.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 411'091 CHF | 165'436 CHF | 99.38% | 99.38% |
08.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 408'905 CHF | 164'562 CHF | 99.38% | 99.38% |
05.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 404'978 CHF | 162'991 CHF | 99.14% | 99.14% |
04.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 396'653 CHF | 159'661 CHF | 99.38% | 99.38% |
03.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 375'462 CHF | 151'185 CHF | 99.38% | 99.38% |
02.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 367'916 CHF | 148'166 CHF | 99.38% | 99.38% |