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 | 1.75% | 0.57 CHF | 0.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 282'646 CHF | 57'529 CHF | 99.27% | 99.27% |
12.07.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 278'296 CHF | 56'659 CHF | 99.27% | 99.27% |
11.07.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 286'449 CHF | 58'290 CHF | 99.27% | 99.27% |
10.07.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 301'758 CHF | 61'352 CHF | 99.27% | 99.27% |
09.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 315'715 CHF | 64'143 CHF | 99.27% | 99.27% |
08.07.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 303'429 CHF | 61'686 CHF | 99.25% | 99.25% |
05.07.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 295'974 CHF | 60'195 CHF | 99.27% | 99.27% |
04.07.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 296'122 CHF | 60'224 CHF | 99.27% | 99.27% |
03.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 304'722 CHF | 61'944 CHF | 99.26% | 99.26% |
02.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 316'876 CHF | 64'375 CHF | 99.27% | 99.27% |