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 | 2.42% | 0.40 CHF | 0.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 203'812 CHF | 41'762 CHF | 99.27% | 99.27% |
12.07.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 212'045 CHF | 43'409 CHF | 99.27% | 99.27% |
11.07.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 199'499 CHF | 40'900 CHF | 99.27% | 99.27% |
10.07.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 176'311 CHF | 36'262 CHF | 99.27% | 99.27% |
09.07.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 156'782 CHF | 32'356 CHF | 99.27% | 99.27% |
08.07.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 175'645 CHF | 36'129 CHF | 99.25% | 99.25% |
05.07.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 186'443 CHF | 38'289 CHF | 99.27% | 99.27% |
04.07.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 185'126 CHF | 38'025 CHF | 99.27% | 99.27% |
03.07.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 173'202 CHF | 35'641 CHF | 99.27% | 99.27% |
02.07.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 156'536 CHF | 32'307 CHF | 99.27% | 99.27% |