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 | 4.13% | 0.23 CHF | 0.24 CHF | 529'000 | 529'000 | 518'789 | 518'789 | 123'064 CHF | 128'252 CHF | 100.00% | 100.00% |
12.07.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 501'200 | 501'200 | 505'162 | 505'162 | 119'934 CHF | 124'986 CHF | 100.00% | 100.00% |
11.07.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 511'300 | 511'300 | 511'300 | 511'300 | 127'072 CHF | 132'185 CHF | 100.00% | 100.00% |
10.07.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 510'100 | 510'100 | 510'100 | 510'100 | 124'151 CHF | 129'252 CHF | 100.00% | 100.00% |
09.07.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 494'400 | 494'400 | 494'400 | 494'400 | 122'289 CHF | 127'233 CHF | 100.00% | 100.00% |
08.07.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 486'100 | 486'100 | 485'817 | 485'817 | 126'120 CHF | 130'978 CHF | 100.00% | 100.00% |
05.07.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 499'700 | 499'700 | 490'106 | 490'106 | 130'540 CHF | 135'441 CHF | 100.00% | 100.00% |
04.07.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 491'500 | 491'500 | 491'500 | 491'500 | 121'926 CHF | 126'841 CHF | 100.00% | 100.00% |
03.07.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 511'300 | 511'300 | 511'300 | 511'300 | 132'903 CHF | 138'016 CHF | 100.00% | 100.00% |
02.07.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 509'200 | 509'200 | 509'406 | 509'406 | 122'995 CHF | 128'089 CHF | 99.99% | 99.99% |