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 | 4.29% | 0.22 CHF | 0.23 CHF | 108'800 | 108'800 | 108'800 | 108'800 | 24'839 CHF | 25'927 CHF | 100.00% | 100.00% |
12.07.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 112'100 | 112'100 | 112'100 | 112'100 | 25'513 CHF | 26'634 CHF | 100.00% | 100.00% |
11.07.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 118'600 | 118'600 | 118'831 | 118'831 | 26'119 CHF | 27'308 CHF | 100.00% | 100.00% |
10.07.2024 | 4.71% | 0.22 CHF | 0.23 CHF | 120'900 | 120'900 | 126'345 | 126'345 | 26'196 CHF | 27'459 CHF | 100.00% | 100.00% |
09.07.2024 | 4.50% | 0.20 CHF | 0.21 CHF | 118'800 | 118'800 | 114'708 | 114'708 | 24'934 CHF | 26'081 CHF | 99.74% | 99.74% |
08.07.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 111'800 | 111'800 | 111'800 | 111'800 | 24'729 CHF | 25'847 CHF | 99.26% | 99.26% |
05.07.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 110'300 | 110'300 | 110'300 | 110'300 | 25'002 CHF | 26'105 CHF | 100.00% | 100.00% |
04.07.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 113'700 | 113'700 | 113'700 | 113'700 | 25'963 CHF | 27'100 CHF | 99.60% | 99.60% |
03.07.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 116'100 | 116'100 | 116'100 | 116'100 | 25'526 CHF | 26'687 CHF | 100.00% | 100.00% |
02.07.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 122'300 | 122'300 | 121'821 | 121'821 | 24'971 CHF | 26'189 CHF | 100.00% | 100.00% |