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 | 1.35% | 0.73 CHF | 0.74 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 146'937 CHF | 37'234 CHF | 95.92% | 95.92% |
12.07.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 139'252 CHF | 35'313 CHF | 99.38% | 99.38% |
11.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 132'729 CHF | 33'682 CHF | 99.37% | 99.37% |
10.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 133'758 CHF | 33'939 CHF | 99.37% | 99.37% |
09.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 138'070 CHF | 35'018 CHF | 99.38% | 99.38% |
08.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 145'973 CHF | 36'993 CHF | 99.38% | 99.38% |
05.07.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 139'405 CHF | 35'351 CHF | 99.38% | 99.38% |
04.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 136'034 CHF | 34'509 CHF | 98.59% | 98.59% |
03.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 134'792 CHF | 34'198 CHF | 99.37% | 99.37% |
02.07.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 139'697 CHF | 35'424 CHF | 99.38% | 99.38% |