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 | 1.51% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 164'260 CHF | 66'704 CHF | 99.38% | 99.38% |
12.07.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 160'231 CHF | 65'092 CHF | 99.38% | 99.38% |
11.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 156'288 CHF | 63'515 CHF | 99.38% | 99.38% |
10.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 152'995 CHF | 62'198 CHF | 99.37% | 99.37% |
09.07.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 146'800 CHF | 59'720 CHF | 99.38% | 99.38% |
08.07.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 151'375 CHF | 61'550 CHF | 99.35% | 99.35% |
05.07.2024 | 1.59% | 0.59 CHF | 0.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 156'308 CHF | 63'523 CHF | 99.36% | 99.36% |
04.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 155'241 CHF | 63'096 CHF | 99.17% | 99.17% |
03.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 150'348 CHF | 61'139 CHF | 99.17% | 99.17% |
02.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 131'393 CHF | 53'557 CHF | 99.16% | 99.16% |