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 | 1.66% | 0.61 CHF | 0.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 298'773 CHF | 60'755 CHF | 99.27% | 99.27% |
12.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 291'859 CHF | 59'372 CHF | 99.27% | 99.27% |
11.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 303'941 CHF | 61'788 CHF | 99.27% | 99.27% |
10.07.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 327'603 CHF | 66'521 CHF | 99.27% | 99.27% |
09.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 347'271 CHF | 70'454 CHF | 99.27% | 99.27% |
08.07.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 329'045 CHF | 66'809 CHF | 99.25% | 99.25% |
05.07.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 318'557 CHF | 64'711 CHF | 99.27% | 99.27% |
04.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 319'874 CHF | 64'975 CHF | 99.27% | 99.27% |
03.07.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 332'169 CHF | 67'434 CHF | 99.27% | 99.27% |
02.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 349'389 CHF | 70'878 CHF | 99.27% | 99.27% |