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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 327'900 | 327'900 | 331'238 | 331'238 | 104'008 CHF | 107'320 CHF | 100.00% | 100.00% |
11.07.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 340'900 | 340'900 | 341'109 | 341'109 | 100'649 CHF | 104'060 CHF | 99.83% | 99.83% |
10.07.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 359'700 | 359'700 | 364'061 | 364'061 | 102'232 CHF | 105'873 CHF | 100.00% | 100.00% |
09.07.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 356'300 | 356'300 | 353'276 | 353'276 | 102'486 CHF | 106'023 CHF | 99.74% | 99.74% |
08.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 363'400 | 363'400 | 362'246 | 362'246 | 102'849 CHF | 106'471 CHF | 100.00% | 100.00% |
05.07.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 352'300 | 352'300 | 351'832 | 351'832 | 99'886 CHF | 103'404 CHF | 99.81% | 99.81% |
04.07.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 362'800 | 362'800 | 361'482 | 361'482 | 103'332 CHF | 106'947 CHF | 100.00% | 100.00% |
03.07.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 363'800 | 363'800 | 363'800 | 363'800 | 100'566 CHF | 104'204 CHF | 100.00% | 100.00% |
02.07.2024 | 3.77% | 0.28 CHF | 0.29 CHF | 381'200 | 381'200 | 384'099 | 384'099 | 99'892 CHF | 103'733 CHF | 100.00% | 100.00% |
01.07.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 390'200 | 390'200 | 386'095 | 386'095 | 103'403 CHF | 107'264 CHF | 89.23% | 89.23% |