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 | 1.48% | 0.67 CHF | 0.68 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 402'766 CHF | 34'064 CHF | 99.17% | 99.17% |
12.07.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 410'459 CHF | 34'705 CHF | 99.17% | 99.17% |
11.07.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 401'919 CHF | 33'993 CHF | 99.17% | 99.17% |
10.07.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 385'441 CHF | 32'620 CHF | 99.16% | 99.16% |
09.07.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 342'806 CHF | 29'067 CHF | 99.17% | 99.17% |
08.07.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 325'235 CHF | 27'603 CHF | 99.15% | 99.15% |
05.07.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 321'031 CHF | 27'253 CHF | 99.16% | 99.16% |
04.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 313'663 CHF | 26'639 CHF | 99.16% | 99.16% |
03.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 296'088 CHF | 25'174 CHF | 99.17% | 99.17% |
02.07.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 292'248 CHF | 24'854 CHF | 99.16% | 99.16% |