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 | 8.61% | 0.11 CHF | 0.12 CHF | 216'000 | 216'000 | 215'858 | 215'858 | 24'029 CHF | 26'187 CHF | 100.00% | 100.00% |
12.07.2024 | 8.30% | 0.12 CHF | 0.13 CHF | 213'600 | 213'600 | 213'794 | 213'794 | 24'691 CHF | 26'829 CHF | 100.00% | 100.00% |
11.07.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 211'600 | 211'600 | 211'600 | 211'600 | 25'325 CHF | 27'441 CHF | 100.00% | 100.00% |
10.07.2024 | 8.32% | 0.12 CHF | 0.13 CHF | 216'100 | 216'100 | 217'158 | 217'158 | 25'025 CHF | 27'197 CHF | 100.00% | 100.00% |
09.07.2024 | 8.04% | 0.11 CHF | 0.12 CHF | 209'500 | 209'500 | 207'094 | 207'094 | 24'791 CHF | 26'864 CHF | 100.00% | 100.00% |
08.07.2024 | 7.72% | 0.13 CHF | 0.14 CHF | 215'700 | 215'700 | 216'441 | 216'441 | 26'959 CHF | 29'123 CHF | 100.00% | 100.00% |
05.07.2024 | 8.57% | 0.12 CHF | 0.13 CHF | 234'800 | 234'800 | 235'048 | 235'048 | 26'261 CHF | 28'612 CHF | 100.00% | 100.00% |
04.07.2024 | 9.00% | 0.11 CHF | 0.12 CHF | 237'200 | 237'200 | 237'200 | 237'200 | 25'169 CHF | 27'541 CHF | 100.00% | 100.00% |
03.07.2024 | 9.14% | 0.11 CHF | 0.12 CHF | 241'600 | 241'600 | 241'625 | 241'625 | 25'235 CHF | 27'651 CHF | 100.00% | 100.00% |
02.07.2024 | 9.39% | 0.11 CHF | 0.12 CHF | 235'400 | 235'400 | 236'531 | 236'531 | 24'026 CHF | 26'392 CHF | 100.00% | 100.00% |