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 | 2.16% | 0.46 CHF | 0.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 114'417 CHF | 46'767 CHF | 99.17% | 99.17% |
12.07.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 116'231 CHF | 47'492 CHF | 99.16% | 99.16% |
11.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 115'400 CHF | 47'160 CHF | 99.17% | 99.17% |
10.07.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 113'147 CHF | 46'259 CHF | 99.16% | 99.16% |
09.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 107'454 CHF | 43'982 CHF | 99.17% | 99.17% |
08.07.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 106'749 CHF | 43'700 CHF | 99.15% | 99.15% |
05.07.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 109'455 CHF | 44'782 CHF | 99.16% | 99.16% |
04.07.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 108'859 CHF | 44'544 CHF | 99.17% | 99.17% |
03.07.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 104'634 CHF | 42'854 CHF | 99.17% | 99.17% |
02.07.2024 | 2.55% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 96'826 CHF | 39'731 CHF | 99.16% | 99.16% |