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 | 2.19% | 0.44 CHF | 0.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 226'245 CHF | 46'249 CHF | 99.27% | 99.27% |
12.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 218'915 CHF | 44'783 CHF | 99.27% | 99.27% |
11.07.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 204'890 CHF | 41'978 CHF | 99.27% | 99.27% |
10.07.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 500'000 | 100'000 | 500'000 | 99'994 | 190'111 CHF | 39'020 CHF | 99.27% | 99.27% |
09.07.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 174'193 CHF | 35'839 CHF | 99.27% | 99.27% |
08.07.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 157'854 CHF | 32'571 CHF | 99.25% | 99.25% |
05.07.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 159'393 CHF | 32'879 CHF | 99.27% | 99.27% |
04.07.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 155'499 CHF | 32'100 CHF | 99.27% | 99.27% |
03.07.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 154'548 CHF | 31'910 CHF | 99.27% | 99.27% |
02.07.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 153'862 CHF | 31'772 CHF | 99.27% | 99.27% |