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 | 2.32% | 0.42 CHF | 0.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 212'827 CHF | 43'566 CHF | 99.27% | 99.27% |
12.07.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 201'147 CHF | 41'230 CHF | 99.27% | 99.27% |
11.07.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 201'175 CHF | 41'235 CHF | 99.27% | 99.27% |
10.07.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 198'312 CHF | 40'663 CHF | 99.27% | 99.27% |
09.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 192'572 CHF | 39'515 CHF | 99.27% | 99.27% |
08.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 193'463 CHF | 39'693 CHF | 99.25% | 99.25% |
05.07.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 189'177 CHF | 38'835 CHF | 99.27% | 99.27% |
04.07.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 183'693 CHF | 37'739 CHF | 99.27% | 99.27% |
03.07.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 181'843 CHF | 37'369 CHF | 99.27% | 99.27% |
02.07.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 171'692 CHF | 35'339 CHF | 99.27% | 99.27% |