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 | 1.54% | 0.63 CHF | 0.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 323'167 CHF | 65'633 CHF | 99.27% | 99.27% |
12.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 328'509 CHF | 66'702 CHF | 99.27% | 99.27% |
11.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 335'673 CHF | 68'135 CHF | 99.27% | 99.27% |
10.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 321'073 CHF | 65'215 CHF | 99.27% | 99.27% |
09.07.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 309'486 CHF | 62'897 CHF | 99.27% | 99.27% |
08.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 321'791 CHF | 65'358 CHF | 99.25% | 99.25% |
05.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 313'123 CHF | 63'625 CHF | 99.27% | 99.27% |
04.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 309'721 CHF | 62'944 CHF | 99.27% | 99.27% |
03.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 292'585 CHF | 59'517 CHF | 99.27% | 99.27% |
02.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 292'658 CHF | 59'532 CHF | 99.27% | 99.27% |