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 | 1.19% | 0.84 CHF | 0.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 417'952 CHF | 84'591 CHF | 99.27% | 99.27% |
12.07.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 430'006 CHF | 87'001 CHF | 99.27% | 99.27% |
11.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 428'401 CHF | 86'680 CHF | 99.27% | 99.27% |
10.07.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 408'189 CHF | 82'638 CHF | 99.27% | 99.27% |
09.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 394'836 CHF | 79'967 CHF | 99.27% | 99.27% |
08.07.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 400'757 CHF | 81'151 CHF | 99.25% | 99.25% |
05.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 393'346 CHF | 79'669 CHF | 99.27% | 99.27% |
04.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 383'028 CHF | 77'606 CHF | 99.27% | 99.27% |
03.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 382'162 CHF | 77'433 CHF | 99.27% | 99.27% |
02.07.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 383'888 CHF | 77'778 CHF | 99.27% | 99.27% |