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 | 2.98% | 0.31 CHF | 0.32 CHF | 249'800 | 249'800 | 247'997 | 247'997 | 81'909 CHF | 84'389 CHF | 100.00% | 100.00% |
12.07.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 252'900 | 252'900 | 251'449 | 251'449 | 80'970 CHF | 83'485 CHF | 100.00% | 100.00% |
11.07.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 252'500 | 252'500 | 250'523 | 250'523 | 82'878 CHF | 85'384 CHF | 99.99% | 99.99% |
10.07.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 272'600 | 272'600 | 273'377 | 273'377 | 82'842 CHF | 85'576 CHF | 100.00% | 100.00% |
09.07.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 275'100 | 275'100 | 274'410 | 274'410 | 81'671 CHF | 84'418 CHF | 100.00% | 100.00% |
08.07.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 293'000 | 293'000 | 293'584 | 293'584 | 84'099 CHF | 87'035 CHF | 100.00% | 100.00% |
05.07.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 279'400 | 279'400 | 279'241 | 279'241 | 76'970 CHF | 79'763 CHF | 100.00% | 100.00% |
04.07.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 283'700 | 283'700 | 283'843 | 283'843 | 82'923 CHF | 85'761 CHF | 100.00% | 100.00% |
03.07.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 269'700 | 269'700 | 269'567 | 269'567 | 74'757 CHF | 77'453 CHF | 100.00% | 100.00% |
02.07.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 243'900 | 243'900 | 243'351 | 243'351 | 72'650 CHF | 75'084 CHF | 100.00% | 100.00% |