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 | 2.81% | 0.18 CHF | 0.19 CHF | 891'800 | 891'800 | 900'395 | 900'395 | 158'043 CHF | 162'545 CHF | 100.00% | 100.00% |
12.07.2024 | 2.86% | 0.18 CHF | 0.18 CHF | 906'400 | 906'400 | 908'138 | 908'138 | 156'740 CHF | 161'280 CHF | 100.00% | 100.00% |
11.07.2024 | 2.95% | 0.17 CHF | 0.17 CHF | 909'400 | 909'400 | 937'436 | 937'436 | 156'801 CHF | 161'488 CHF | 100.00% | 100.00% |
10.07.2024 | 3.05% | 0.17 CHF | 0.18 CHF | 956'300 | 956'300 | 968'808 | 968'808 | 156'471 CHF | 161'315 CHF | 100.00% | 100.00% |
09.07.2024 | 3.06% | 0.16 CHF | 0.16 CHF | 977'300 | 977'300 | 983'732 | 983'732 | 158'084 CHF | 163'003 CHF | 100.00% | 100.00% |
08.07.2024 | 3.12% | 0.16 CHF | 0.17 CHF | 988'300 | 988'300 | 966'239 | 966'239 | 152'399 CHF | 157'231 CHF | 100.00% | 100.00% |
05.07.2024 | 3.01% | 0.16 CHF | 0.17 CHF | 951'900 | 951'900 | 966'283 | 966'283 | 158'267 CHF | 163'098 CHF | 99.78% | 99.78% |
04.07.2024 | 3.03% | 0.17 CHF | 0.17 CHF | 976'000 | 976'000 | 974'803 | 974'803 | 158'448 CHF | 163'322 CHF | 100.00% | 100.00% |
03.07.2024 | 3.05% | 0.17 CHF | 0.17 CHF | 974'100 | 974'100 | 1'002'200 | 1'002'200 | 161'594 CHF | 166'605 CHF | 100.00% | 100.00% |
02.07.2024 | 3.23% | 0.16 CHF | 0.16 CHF | 1'021'200 | 1'021'200 | 1'026'960 | 1'026'960 | 156'464 CHF | 161'599 CHF | 99.99% | 99.99% |