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 | 1.65% | 0.61 CHF | 0.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 301'328 CHF | 61'266 CHF | 99.27% | 99.27% |
12.07.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 293'705 CHF | 59'741 CHF | 99.27% | 99.27% |
11.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 290'107 CHF | 59'021 CHF | 99.27% | 99.27% |
10.07.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 298'249 CHF | 60'650 CHF | 99.27% | 99.27% |
09.07.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 290'726 CHF | 59'145 CHF | 99.27% | 99.27% |
08.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 288'250 CHF | 58'650 CHF | 99.25% | 99.25% |
05.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 278'935 CHF | 56'787 CHF | 99.27% | 99.27% |
04.07.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 305'199 CHF | 62'040 CHF | 99.27% | 99.27% |
03.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 310'877 CHF | 63'175 CHF | 99.27% | 99.27% |
02.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 322'813 CHF | 65'563 CHF | 99.27% | 99.27% |