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 | 2.05% | 0.46 CHF | 0.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 241'077 CHF | 49'215 CHF | 99.27% | 99.27% |
12.07.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 257'759 CHF | 52'552 CHF | 99.27% | 99.27% |
11.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 264'420 CHF | 53'884 CHF | 99.27% | 99.27% |
10.07.2024 | 1.99% | 0.53 CHF | 0.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 248'589 CHF | 50'718 CHF | 99.27% | 99.27% |
09.07.2024 | 1.88% | 0.49 CHF | 0.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 263'334 CHF | 53'667 CHF | 99.27% | 99.27% |
08.07.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 269'842 CHF | 54'968 CHF | 99.25% | 99.25% |
05.07.2024 | 1.72% | 0.55 CHF | 0.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 288'016 CHF | 58'603 CHF | 99.27% | 99.27% |
04.07.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 236'709 CHF | 48'342 CHF | 99.27% | 99.27% |
03.07.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 225'247 CHF | 46'049 CHF | 99.27% | 99.27% |
02.07.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 200'994 CHF | 41'199 CHF | 99.27% | 99.27% |