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 | 1.53% | 0.65 CHF | 0.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 324'970 CHF | 65'994 CHF | 99.27% | 99.27% |
12.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 316'774 CHF | 64'355 CHF | 99.27% | 99.27% |
11.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 313'065 CHF | 63'613 CHF | 99.27% | 99.27% |
10.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 318'651 CHF | 64'730 CHF | 99.27% | 99.27% |
09.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 314'960 CHF | 63'992 CHF | 99.27% | 99.27% |
08.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 327'307 CHF | 66'462 CHF | 99.25% | 99.25% |
05.07.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 333'101 CHF | 67'620 CHF | 99.27% | 99.27% |
04.07.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 317'504 CHF | 64'501 CHF | 99.27% | 99.27% |
03.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 319'223 CHF | 64'845 CHF | 99.27% | 99.27% |
02.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 322'778 CHF | 65'556 CHF | 99.27% | 99.27% |