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 | 3.22% | 0.32 CHF | 0.33 CHF | 376'000 | 376'000 | 375'612 | 375'612 | 114'682 CHF | 118'438 CHF | 100.00% | 100.00% |
12.07.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 375'500 | 375'500 | 362'233 | 362'233 | 109'158 CHF | 112'780 CHF | 100.00% | 100.00% |
11.07.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 358'200 | 358'200 | 365'152 | 365'152 | 112'232 CHF | 115'883 CHF | 71.56% | 71.56% |
10.07.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 368'700 | 368'700 | 369'394 | 369'394 | 111'380 CHF | 115'074 CHF | 99.38% | 99.38% |
09.07.2024 | 3.19% | 0.29 CHF | 0.30 CHF | 369'600 | 369'600 | 359'310 | 359'310 | 110'741 CHF | 114'334 CHF | 100.00% | 100.00% |
08.07.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 356'100 | 356'100 | 343'602 | 343'602 | 111'918 CHF | 115'354 CHF | 100.00% | 100.00% |
05.07.2024 | 2.98% | 0.35 CHF | 0.36 CHF | 339'600 | 339'600 | 347'864 | 347'864 | 115'189 CHF | 118'668 CHF | 100.00% | 100.00% |
04.07.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 350'400 | 350'400 | 359'007 | 359'007 | 117'891 CHF | 121'481 CHF | 100.00% | 100.00% |
03.07.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 361'700 | 361'700 | 367'576 | 367'576 | 115'840 CHF | 119'516 CHF | 99.99% | 99.99% |
02.07.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 369'100 | 369'100 | 376'537 | 376'537 | 113'912 CHF | 117'678 CHF | 99.97% | 99.97% |