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 | 1.75% | 0.61 CHF | 0.62 CHF | 225'400 | 225'400 | 102'707 | 102'707 | 60'048 CHF | 61'077 CHF | 99.99% | 99.99% |
12.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 228'100 | 228'100 | 102'970 | 102'970 | 59'625 CHF | 60'656 CHF | 100.00% | 100.00% |
11.07.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 242'900 | 242'900 | 110'061 | 110'061 | 59'130 CHF | 60'233 CHF | 99.99% | 99.99% |
10.07.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 256'400 | 256'400 | 115'860 | 115'860 | 59'081 CHF | 60'241 CHF | 100.00% | 100.00% |
09.07.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 265'100 | 265'100 | 118'203 | 118'203 | 58'038 CHF | 59'222 CHF | 99.73% | 99.73% |
08.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 271'500 | 271'500 | 121'308 | 121'308 | 62'267 CHF | 63'486 CHF | 99.29% | 99.29% |
05.07.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 279'100 | 279'100 | 124'914 | 124'914 | 58'022 CHF | 59'274 CHF | 100.00% | 100.00% |
04.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 111'700 | 111'700 | 87'401 | 87'401 | 41'072 CHF | 41'946 CHF | 99.62% | 99.62% |
03.07.2024 | 1.94% | 0.48 CHF | 0.49 CHF | 253'100 | 253'100 | 111'678 | 111'678 | 57'161 CHF | 58'280 CHF | 100.00% | 100.00% |
02.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 244'300 | 244'300 | 109'412 | 109'412 | 57'513 CHF | 58'609 CHF | 100.00% | 100.00% |