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 | 1.39% | 0.71 CHF | 0.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 356'899 CHF | 72'380 CHF | 99.27% | 99.27% |
12.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 354'215 CHF | 71'843 CHF | 99.27% | 99.27% |
11.07.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 360'670 CHF | 73'134 CHF | 99.27% | 99.27% |
10.07.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 326'664 CHF | 66'333 CHF | 99.27% | 99.27% |
09.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 328'588 CHF | 66'718 CHF | 99.27% | 99.27% |
08.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 345'904 CHF | 70'181 CHF | 99.25% | 99.25% |
05.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 361'099 CHF | 73'220 CHF | 99.27% | 99.27% |
04.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 358'547 CHF | 72'709 CHF | 99.27% | 99.27% |
03.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 352'815 CHF | 71'563 CHF | 99.27% | 99.27% |
02.07.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 321'254 CHF | 65'251 CHF | 99.27% | 99.27% |