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 | 3.61% | 0.28 CHF | 0.29 CHF | 745'100 | 745'100 | 333'240 | 333'240 | 91'565 CHF | 94'904 CHF | 100.00% | 100.00% |
12.07.2024 | 3.80% | 0.28 CHF | 0.29 CHF | 783'600 | 783'600 | 350'768 | 350'768 | 93'801 CHF | 97'316 CHF | 100.00% | 100.00% |
11.07.2024 | 4.07% | 0.25 CHF | 0.26 CHF | 815'900 | 815'900 | 363'735 | 363'735 | 91'239 CHF | 94'898 CHF | 100.00% | 100.00% |
10.07.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 848'500 | 848'500 | 379'836 | 379'836 | 90'340 CHF | 94'146 CHF | 100.00% | 100.00% |
09.07.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 828'700 | 828'700 | 370'963 | 370'963 | 89'489 CHF | 93'206 CHF | 100.00% | 100.00% |
08.07.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 784'500 | 784'500 | 351'169 | 351'169 | 89'475 CHF | 92'993 CHF | 100.00% | 100.00% |
05.07.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 777'400 | 777'400 | 346'888 | 346'888 | 88'928 CHF | 92'404 CHF | 99.71% | 99.71% |
04.07.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 311'000 | 311'000 | 248'088 | 248'088 | 65'326 CHF | 67'807 CHF | 98.81% | 98.81% |
03.07.2024 | 3.70% | 0.28 CHF | 0.29 CHF | 732'500 | 732'500 | 331'883 | 331'883 | 89'854 CHF | 93'179 CHF | 99.36% | 99.36% |
02.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 717'100 | 717'100 | 320'856 | 320'856 | 88'599 CHF | 91'813 CHF | 100.00% | 100.00% |