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 | 1.52% | 0.69 CHF | 0.70 CHF | 293'800 | 293'800 | 132'456 | 132'456 | 88'426 CHF | 89'753 CHF | 99.59% | 99.59% |
12.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 297'800 | 297'800 | 133'113 | 133'113 | 86'371 CHF | 87'705 CHF | 100.00% | 100.00% |
11.07.2024 | 1.65% | 0.64 CHF | 0.65 CHF | 308'200 | 308'200 | 138'349 | 138'349 | 85'921 CHF | 87'313 CHF | 100.00% | 100.00% |
10.07.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 320'400 | 320'400 | 143'635 | 143'635 | 86'135 CHF | 87'574 CHF | 100.00% | 100.00% |
09.07.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 309'500 | 309'500 | 138'581 | 138'581 | 85'438 CHF | 86'827 CHF | 98.89% | 98.89% |
08.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 295'100 | 295'100 | 132'324 | 132'324 | 84'335 CHF | 85'662 CHF | 100.00% | 100.00% |
05.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 284'000 | 284'000 | 125'086 | 125'086 | 84'883 CHF | 86'136 CHF | 99.81% | 99.81% |
04.07.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 110'600 | 110'600 | 88'873 | 88'873 | 62'020 CHF | 62'908 CHF | 97.00% | 97.00% |
03.07.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 284'200 | 284'200 | 126'828 | 126'828 | 87'398 CHF | 88'668 CHF | 99.35% | 99.35% |
02.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 278'300 | 278'300 | 119'511 | 119'511 | 84'337 CHF | 85'536 CHF | 100.00% | 100.00% |