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 | 1.53% | 0.66 CHF | 0.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 323'839 CHF | 65'768 CHF | 99.27% | 99.27% |
12.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 330'799 CHF | 67'160 CHF | 99.27% | 99.27% |
11.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 340'737 CHF | 69'147 CHF | 99.27% | 99.27% |
10.07.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 354'573 CHF | 71'915 CHF | 99.27% | 99.27% |
09.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 366'436 CHF | 74'287 CHF | 99.27% | 99.27% |
08.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 378'995 CHF | 76'799 CHF | 99.25% | 99.25% |
05.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 379'828 CHF | 76'966 CHF | 99.27% | 99.27% |
04.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 381'136 CHF | 77'227 CHF | 99.27% | 99.27% |
03.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 384'989 CHF | 77'998 CHF | 99.27% | 99.27% |
02.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 385'265 CHF | 78'053 CHF | 99.27% | 99.27% |