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% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 175'752 CHF | 71'301 CHF | 99.37% | 99.37% |
12.07.2024 | 1.45% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 171'227 CHF | 69'491 CHF | 99.38% | 99.38% |
11.07.2024 | 1.64% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 151'363 CHF | 61'545 CHF | 99.36% | 99.36% |
10.07.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 146'667 CHF | 59'667 CHF | 99.36% | 99.36% |
09.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 153'058 CHF | 62'223 CHF | 99.38% | 99.38% |
08.07.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 155'538 CHF | 63'215 CHF | 99.38% | 99.38% |
05.07.2024 | 1.52% | 0.62 CHF | 0.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 163'180 CHF | 66'272 CHF | 99.14% | 99.14% |
04.07.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 150'973 CHF | 61'389 CHF | 99.38% | 99.38% |
03.07.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 148'786 CHF | 60'515 CHF | 99.38% | 99.38% |
02.07.2024 | 1.85% | 0.57 CHF | 0.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 133'850 CHF | 54'540 CHF | 99.37% | 99.37% |