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 | 1.80% | 0.54 CHF | 0.55 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 137'383 CHF | 27'977 CHF | 95.92% | 95.92% |
12.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 129'030 CHF | 26'306 CHF | 99.38% | 99.38% |
11.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 120'937 CHF | 24'687 CHF | 99.38% | 99.38% |
10.07.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 122'207 CHF | 24'941 CHF | 99.37% | 99.37% |
09.07.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 127'588 CHF | 26'018 CHF | 99.38% | 99.38% |
08.07.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 136'626 CHF | 27'825 CHF | 99.38% | 99.38% |
05.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 130'081 CHF | 26'516 CHF | 99.38% | 99.38% |
04.07.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 125'387 CHF | 25'577 CHF | 98.59% | 98.59% |
03.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 124'423 CHF | 25'385 CHF | 99.37% | 99.37% |
02.07.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 130'482 CHF | 26'596 CHF | 99.38% | 99.38% |