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 | 1.78% | 0.56 CHF | 0.57 CHF | 168'200 | 168'200 | 167'752 | 167'752 | 93'277 CHF | 94'954 CHF | 99.99% | 99.99% |
12.07.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 175'500 | 175'500 | 176'212 | 176'212 | 91'540 CHF | 93'303 CHF | 100.00% | 100.00% |
11.07.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 191'100 | 191'100 | 191'100 | 191'100 | 93'842 CHF | 95'753 CHF | 99.83% | 99.83% |
10.07.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 196'100 | 196'100 | 196'100 | 196'100 | 88'160 CHF | 90'121 CHF | 100.00% | 100.00% |
09.07.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 187'800 | 187'800 | 184'962 | 184'962 | 89'130 CHF | 90'982 CHF | 99.73% | 99.73% |
08.07.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 200'700 | 200'700 | 201'111 | 201'111 | 95'935 CHF | 97'946 CHF | 99.99% | 99.99% |
05.07.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 195'300 | 195'300 | 195'128 | 195'128 | 88'918 CHF | 90'869 CHF | 99.80% | 99.80% |
04.07.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 210'200 | 210'200 | 210'187 | 210'187 | 93'717 CHF | 95'819 CHF | 100.00% | 100.00% |
03.07.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 231'500 | 231'500 | 231'678 | 231'678 | 94'558 CHF | 96'874 CHF | 100.00% | 100.00% |
02.07.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 213'200 | 213'200 | 213'197 | 213'197 | 78'841 CHF | 80'973 CHF | 100.00% | 100.00% |