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 | 2.03% | 0.48 CHF | 0.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 244'262 CHF | 49'852 CHF | 99.27% | 99.27% |
12.07.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 231'982 CHF | 47'396 CHF | 99.27% | 99.27% |
11.07.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 232'468 CHF | 47'494 CHF | 99.27% | 99.27% |
10.07.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 229'845 CHF | 46'969 CHF | 99.27% | 99.27% |
09.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 223'377 CHF | 45'675 CHF | 99.27% | 99.27% |
08.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 224'396 CHF | 45'879 CHF | 99.25% | 99.25% |
05.07.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 220'210 CHF | 45'042 CHF | 99.27% | 99.27% |
04.07.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 214'495 CHF | 43'899 CHF | 99.27% | 99.27% |
03.07.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 213'698 CHF | 43'740 CHF | 99.27% | 99.27% |
02.07.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 202'569 CHF | 41'514 CHF | 99.27% | 99.27% |