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 | 1.13% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'873 CHF | 88'873 CHF | 99.53% | 99.53% |
12.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'872 CHF | 82'872 CHF | 99.40% | 99.47% |
11.07.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 93'278 CHF | 94'528 CHF | 99.58% | 99.58% |
10.07.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 87'571 CHF | 88'821 CHF | 99.57% | 99.57% |
09.07.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 85'727 CHF | 86'977 CHF | 99.53% | 99.58% |
08.07.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 90'032 CHF | 91'282 CHF | 99.52% | 99.52% |
05.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 91'171 CHF | 92'421 CHF | 99.57% | 99.57% |
04.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 85'681 CHF | 86'931 CHF | 99.50% | 99.50% |
03.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 85'916 CHF | 87'166 CHF | 99.56% | 99.56% |
02.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 80'177 CHF | 81'427 CHF | 98.97% | 98.97% |