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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 346'500 | 346'500 | 345'034 | 345'034 | 127'776 CHF | 131'226 CHF | 100.00% | 100.00% |
11.07.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 363'600 | 363'600 | 368'013 | 368'013 | 129'300 CHF | 132'981 CHF | 100.00% | 100.00% |
10.07.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 392'200 | 392'200 | 398'761 | 398'761 | 127'960 CHF | 131'948 CHF | 100.00% | 100.00% |
09.07.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 413'900 | 413'900 | 409'984 | 409'984 | 128'060 CHF | 132'160 CHF | 100.00% | 100.00% |
08.07.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 405'200 | 405'200 | 403'364 | 403'364 | 124'896 CHF | 128'929 CHF | 99.99% | 99.99% |
05.07.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 398'600 | 398'600 | 391'454 | 391'454 | 126'771 CHF | 130'685 CHF | 99.82% | 99.82% |
04.07.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 388'000 | 388'000 | 387'627 | 387'627 | 124'145 CHF | 128'022 CHF | 99.50% | 99.50% |
03.07.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 393'400 | 393'400 | 391'768 | 391'768 | 129'199 CHF | 133'116 CHF | 99.37% | 99.37% |
02.07.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 384'700 | 384'700 | 382'979 | 382'979 | 118'415 CHF | 122'244 CHF | 100.00% | 100.00% |
01.07.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 387'500 | 387'500 | 385'198 | 385'198 | 129'951 CHF | 133'803 CHF | 100.00% | 100.00% |