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 | 1.88% | 0.53 CHF | 0.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 263'225 CHF | 53'645 CHF | 99.27% | 99.27% |
12.07.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 275'166 CHF | 56'033 CHF | 99.27% | 99.27% |
11.07.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 273'565 CHF | 55'713 CHF | 99.27% | 99.27% |
10.07.2024 | 1.96% | 0.55 CHF | 0.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 253'346 CHF | 51'669 CHF | 99.27% | 99.27% |
09.07.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 239'928 CHF | 48'986 CHF | 99.27% | 99.27% |
08.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 246'026 CHF | 50'205 CHF | 99.25% | 99.25% |
05.07.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 238'532 CHF | 48'707 CHF | 99.27% | 99.27% |
04.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 228'198 CHF | 46'640 CHF | 99.27% | 99.27% |
03.07.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 227'267 CHF | 46'453 CHF | 99.27% | 99.27% |
02.07.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 229'075 CHF | 46'815 CHF | 99.27% | 99.27% |