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 | 1.14% | 0.87 CHF | 0.88 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 522'742 CHF | 44'062 CHF | 99.17% | 99.17% |
12.07.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 530'459 CHF | 44'705 CHF | 99.17% | 99.17% |
11.07.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 521'919 CHF | 43'993 CHF | 99.17% | 99.17% |
10.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 505'441 CHF | 42'620 CHF | 99.17% | 99.17% |
09.07.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 462'806 CHF | 39'067 CHF | 99.17% | 99.17% |
08.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 445'235 CHF | 37'603 CHF | 99.16% | 99.16% |
05.07.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 441'031 CHF | 37'253 CHF | 99.16% | 99.16% |
04.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 433'663 CHF | 36'639 CHF | 99.16% | 99.16% |
03.07.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 416'088 CHF | 35'174 CHF | 99.17% | 99.17% |
02.07.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 412'248 CHF | 34'854 CHF | 99.15% | 99.15% |