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 | 4.48% | 0.22 CHF | 0.23 CHF | 224'900 | 224'900 | 224'900 | 224'900 | 49'080 CHF | 51'329 CHF | 100.00% | 100.00% |
12.07.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 219'300 | 219'300 | 218'898 | 218'898 | 49'910 CHF | 52'099 CHF | 99.99% | 99.99% |
11.07.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 208'000 | 208'000 | 214'350 | 214'350 | 50'849 CHF | 52'993 CHF | 99.83% | 99.83% |
10.07.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 221'600 | 221'600 | 220'268 | 220'268 | 52'029 CHF | 54'232 CHF | 99.99% | 99.99% |
09.07.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 216'300 | 216'300 | 209'121 | 209'121 | 49'794 CHF | 51'885 CHF | 99.73% | 99.73% |
08.07.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 198'500 | 198'500 | 198'605 | 198'605 | 49'669 CHF | 51'655 CHF | 99.99% | 99.99% |
05.07.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 206'300 | 206'300 | 206'378 | 206'378 | 50'590 CHF | 52'654 CHF | 99.81% | 99.81% |
04.07.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 226'600 | 226'600 | 226'600 | 226'600 | 53'278 CHF | 55'544 CHF | 100.00% | 100.00% |
03.07.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 232'100 | 232'100 | 232'100 | 232'100 | 53'022 CHF | 55'343 CHF | 100.00% | 100.00% |
02.07.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 238'800 | 238'800 | 238'800 | 238'800 | 50'378 CHF | 52'766 CHF | 100.00% | 100.00% |