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 | 1.02% | 0.92 CHF | 0.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 220'292 CHF | 74'181 CHF | 99.37% | 99.37% |
12.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 227'958 CHF | 76'736 CHF | 99.38% | 99.38% |
11.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 219'748 CHF | 73'999 CHF | 99.37% | 99.37% |
10.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 193'512 CHF | 65'254 CHF | 99.37% | 99.37% |
09.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 194'252 CHF | 65'501 CHF | 99.38% | 99.38% |
08.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 193'340 CHF | 65'197 CHF | 99.38% | 99.38% |
05.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 189'503 CHF | 63'918 CHF | 99.38% | 99.38% |
04.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 183'933 CHF | 62'061 CHF | 98.82% | 98.82% |
03.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 168'947 CHF | 57'066 CHF | 99.37% | 99.37% |
02.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 162'994 CHF | 55'081 CHF | 99.37% | 99.37% |