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 | 0.95% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 260'728 CHF | 105'291 CHF | 99.37% | 99.37% |
12.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 270'759 CHF | 109'303 CHF | 99.38% | 99.38% |
11.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 260'450 CHF | 105'180 CHF | 99.38% | 99.38% |
10.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 228'508 CHF | 92'403 CHF | 99.36% | 99.36% |
09.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 228'591 CHF | 92'436 CHF | 99.38% | 99.38% |
08.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 226'405 CHF | 91'562 CHF | 99.38% | 99.38% |
05.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 222'478 CHF | 89'991 CHF | 99.14% | 99.14% |
04.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 214'230 CHF | 86'692 CHF | 99.38% | 99.38% |
03.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 193'065 CHF | 78'226 CHF | 99.38% | 99.38% |
02.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 185'535 CHF | 75'214 CHF | 99.37% | 99.37% |