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 | 1.86% | 0.51 CHF | 0.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 266'077 CHF | 54'215 CHF | 99.27% | 99.27% |
12.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 282'817 CHF | 57'563 CHF | 99.27% | 99.27% |
11.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 289'420 CHF | 58'884 CHF | 99.27% | 99.27% |
10.07.2024 | 1.81% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 273'589 CHF | 55'718 CHF | 99.27% | 99.27% |
09.07.2024 | 1.72% | 0.54 CHF | 0.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 288'357 CHF | 58'671 CHF | 99.27% | 99.27% |
08.07.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 294'842 CHF | 59'968 CHF | 99.25% | 99.25% |
05.07.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 313'016 CHF | 63'603 CHF | 99.27% | 99.27% |
04.07.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 261'709 CHF | 53'342 CHF | 99.27% | 99.27% |
03.07.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 250'247 CHF | 51'049 CHF | 99.27% | 99.27% |
02.07.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 225'994 CHF | 46'199 CHF | 99.27% | 99.27% |