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 | 1.88% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'649 CHF | 53'883 CHF | 99.27% | 99.27% |
12.07.2024 | 1.84% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'436 CHF | 54'812 CHF | 99.27% | 99.27% |
11.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'233 CHF | 53'411 CHF | 99.27% | 99.27% |
10.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'841 CHF | 51'280 CHF | 99.27% | 99.27% |
09.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'912 CHF | 51'304 CHF | 99.27% | 99.27% |
08.07.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 152'767 CHF | 51'922 CHF | 99.21% | 99.21% |
05.07.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 155'076 CHF | 52'692 CHF | 99.27% | 99.27% |
04.07.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'293 CHF | 54'098 CHF | 99.27% | 99.27% |
03.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 162'533 CHF | 55'178 CHF | 99.27% | 99.27% |
02.07.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'577 CHF | 51'192 CHF | 99.27% | 99.27% |