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 | 1.30% | 0.76 CHF | 0.77 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 191'400 CHF | 38'780 CHF | 95.92% | 95.92% |
12.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 182'059 CHF | 36'912 CHF | 99.38% | 99.38% |
11.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 174'790 CHF | 35'458 CHF | 99.38% | 99.38% |
10.07.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 176'866 CHF | 35'873 CHF | 99.37% | 99.37% |
09.07.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 181'213 CHF | 36'743 CHF | 99.38% | 99.38% |
08.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 190'136 CHF | 38'527 CHF | 99.38% | 99.38% |
05.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 183'018 CHF | 37'104 CHF | 99.38% | 99.38% |
04.07.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 178'999 CHF | 36'300 CHF | 98.59% | 98.59% |
03.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 177'429 CHF | 35'986 CHF | 99.37% | 99.37% |
02.07.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 183'653 CHF | 37'231 CHF | 99.38% | 99.38% |