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 | 2.92% | 0.52 CHF | 0.53 CHF | 838'500 | 838'500 | 838'500 | 838'500 | 423'827 CHF | 436'405 CHF | 99.10% | 99.10% |
12.07.2024 | 2.89% | 0.52 CHF | 0.53 CHF | 854'400 | 854'400 | 854'400 | 854'400 | 436'601 CHF | 449'417 CHF | 100.00% | 100.00% |
11.07.2024 | 2.92% | 0.51 CHF | 0.52 CHF | 854'800 | 854'800 | 854'800 | 854'800 | 433'077 CHF | 445'899 CHF | 100.00% | 100.00% |
10.07.2024 | 3.01% | 0.50 CHF | 0.51 CHF | 883'100 | 883'100 | 883'100 | 883'100 | 433'444 CHF | 446'690 CHF | 100.00% | 100.00% |
09.07.2024 | 3.06% | 0.48 CHF | 0.49 CHF | 853'600 | 853'600 | 853'600 | 853'600 | 412'124 CHF | 424'928 CHF | 100.00% | 100.00% |
08.07.2024 | 2.87% | 0.51 CHF | 0.52 CHF | 850'800 | 850'800 | 850'800 | 850'800 | 438'819 CHF | 451'581 CHF | 100.00% | 100.00% |
05.07.2024 | 2.91% | 0.51 CHF | 0.52 CHF | 834'400 | 834'400 | 834'400 | 834'400 | 423'978 CHF | 436'494 CHF | 100.00% | 100.00% |
04.07.2024 | 2.87% | 0.52 CHF | 0.53 CHF | 866'800 | 866'800 | 866'800 | 866'800 | 447'018 CHF | 460'020 CHF | 100.00% | 100.00% |
03.07.2024 | 3.01% | 0.50 CHF | 0.51 CHF | 909'300 | 909'300 | 909'300 | 909'300 | 446'835 CHF | 460'474 CHF | 100.00% | 100.00% |
02.07.2024 | 3.22% | 0.47 CHF | 0.48 CHF | 876'400 | 876'400 | 876'400 | 876'400 | 401'618 CHF | 414'764 CHF | 100.00% | 100.00% |