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 | 1.41% | 0.70 CHF | 0.71 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 175'564 CHF | 53'419 CHF | 97.42% | 97.42% |
12.07.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 173'744 CHF | 52'873 CHF | 99.36% | 99.36% |
11.07.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 187'059 CHF | 56'868 CHF | 99.17% | 99.17% |
10.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 204'754 CHF | 62'176 CHF | 98.26% | 98.26% |
09.07.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 200'674 CHF | 60'952 CHF | 97.68% | 97.68% |
08.07.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 187'163 CHF | 56'899 CHF | 97.82% | 97.82% |
05.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 188'762 CHF | 57'379 CHF | 98.82% | 98.82% |
04.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 188'467 CHF | 57'290 CHF | 99.36% | 99.36% |
03.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 196'724 CHF | 59'767 CHF | 97.53% | 97.53% |
02.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 194'291 CHF | 59'037 CHF | 97.74% | 97.74% |