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 | 2.07% | 0.48 CHF | 0.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 238'965 CHF | 48'793 CHF | 99.27% | 99.27% |
12.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 253'323 CHF | 51'665 CHF | 99.27% | 99.27% |
11.07.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 258'661 CHF | 52'732 CHF | 99.27% | 99.27% |
10.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 250'232 CHF | 51'046 CHF | 99.27% | 99.27% |
09.07.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 256'131 CHF | 52'226 CHF | 99.27% | 99.27% |
08.07.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 236'234 CHF | 48'247 CHF | 99.25% | 99.25% |
05.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 229'266 CHF | 46'853 CHF | 99.27% | 99.27% |
04.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 254'499 CHF | 51'900 CHF | 99.27% | 99.27% |
03.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 252'560 CHF | 51'512 CHF | 99.27% | 99.27% |
02.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 246'749 CHF | 50'350 CHF | 99.27% | 99.27% |