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 | 2.20% | 0.47 CHF | 0.48 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 224'691 CHF | 45'938 CHF | 99.27% | 99.27% |
12.07.2024 | 1.97% | 0.46 CHF | 0.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 251'822 CHF | 51'364 CHF | 99.27% | 99.27% |
11.07.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 268'595 CHF | 54'719 CHF | 99.27% | 99.27% |
10.07.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 287'318 CHF | 58'464 CHF | 99.27% | 99.27% |
09.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 293'865 CHF | 59'773 CHF | 99.27% | 99.27% |
08.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 298'697 CHF | 60'739 CHF | 99.25% | 99.25% |
05.07.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 289'219 CHF | 58'844 CHF | 99.27% | 99.27% |
04.07.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 312'461 CHF | 63'492 CHF | 99.27% | 99.27% |
03.07.2024 | 1.40% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 354'369 CHF | 71'874 CHF | 99.27% | 99.27% |
02.07.2024 | 1.30% | 0.72 CHF | 0.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 383'485 CHF | 77'697 CHF | 99.27% | 99.27% |