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 | 1.35% | 0.73 CHF | 0.74 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 366'764 CHF | 74'353 CHF | 99.27% | 99.27% |
12.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 274'303 CHF | 55'861 CHF | 99.27% | 99.27% |
11.07.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 282'643 CHF | 57'529 CHF | 99.27% | 99.27% |
10.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 294'541 CHF | 59'908 CHF | 99.27% | 99.27% |
09.07.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 286'539 CHF | 58'308 CHF | 99.27% | 99.27% |
08.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 280'774 CHF | 57'155 CHF | 99.25% | 99.25% |
05.07.2024 | 1.85% | 0.57 CHF | 0.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 267'738 CHF | 54'548 CHF | 99.27% | 99.27% |
04.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 277'027 CHF | 56'405 CHF | 99.27% | 99.27% |
03.07.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 284'202 CHF | 57'841 CHF | 99.27% | 99.27% |
02.07.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 296'714 CHF | 60'343 CHF | 99.27% | 99.27% |