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 | 1.99% | 0.52 CHF | 0.53 CHF | 218'000 | 218'000 | 217'101 | 217'101 | 107'843 CHF | 110'014 CHF | 99.97% | 99.97% |
12.07.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 214'000 | 214'000 | 213'117 | 213'117 | 103'735 CHF | 105'866 CHF | 100.00% | 100.00% |
11.07.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 205'700 | 205'700 | 204'853 | 204'853 | 103'131 CHF | 105'180 CHF | 100.00% | 100.00% |
10.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 198'400 | 198'400 | 197'583 | 197'583 | 99'109 CHF | 101'084 CHF | 100.00% | 100.00% |
09.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 207'100 | 207'100 | 206'246 | 206'246 | 107'164 CHF | 109'227 CHF | 100.00% | 100.00% |
08.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 209'100 | 209'100 | 208'238 | 208'238 | 102'808 CHF | 104'890 CHF | 100.00% | 100.00% |
05.07.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 192'300 | 192'300 | 191'506 | 191'506 | 93'356 CHF | 95'271 CHF | 99.81% | 99.81% |
04.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 186'700 | 186'700 | 185'927 | 185'927 | 99'015 CHF | 100'874 CHF | 99.49% | 99.49% |
03.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 185'100 | 185'100 | 187'026 | 187'026 | 101'610 CHF | 103'480 CHF | 100.00% | 100.00% |
02.07.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 194'600 | 194'600 | 193'798 | 193'798 | 109'643 CHF | 111'581 CHF | 100.00% | 100.00% |