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 | 1.25% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 199'547 CHF | 80'819 CHF | 99.38% | 99.38% |
12.07.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 195'710 CHF | 79'284 CHF | 99.37% | 99.37% |
11.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 191'579 CHF | 77'632 CHF | 99.37% | 99.37% |
10.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 188'474 CHF | 76'390 CHF | 99.38% | 99.38% |
09.07.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 182'157 CHF | 73'863 CHF | 99.38% | 99.38% |
08.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 186'729 CHF | 75'692 CHF | 99.36% | 99.36% |
05.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 191'728 CHF | 77'691 CHF | 99.36% | 99.36% |
04.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 190'632 CHF | 77'253 CHF | 99.17% | 99.17% |
03.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 185'670 CHF | 75'268 CHF | 99.17% | 99.17% |
02.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 166'593 CHF | 67'637 CHF | 99.16% | 99.16% |