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 | 2.28% | 0.46 CHF | 0.47 CHF | 472'600 | 472'600 | 262'353 | 262'353 | 116'301 CHF | 118'929 CHF | 98.88% | 98.88% |
12.07.2024 | 2.75% | 0.41 CHF | 0.42 CHF | 521'900 | 521'900 | 291'408 | 291'408 | 108'575 CHF | 111'494 CHF | 99.99% | 99.99% |
11.07.2024 | 2.45% | 0.34 CHF | 0.35 CHF | 446'500 | 446'500 | 240'159 | 240'159 | 98'076 CHF | 100'492 CHF | 100.00% | 100.00% |
10.07.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 490'100 | 490'100 | 272'098 | 272'098 | 107'022 CHF | 109'752 CHF | 99.89% | 99.89% |
09.07.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 509'400 | 509'400 | 281'560 | 281'560 | 103'287 CHF | 106'108 CHF | 99.43% | 99.43% |
08.07.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 538'000 | 538'000 | 296'800 | 296'800 | 103'491 CHF | 106'466 CHF | 99.99% | 99.99% |
05.07.2024 | 3.29% | 0.33 CHF | 0.34 CHF | 616'500 | 616'500 | 343'242 | 343'242 | 106'434 CHF | 109'873 CHF | 99.35% | 99.35% |
04.07.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 312'400 | 312'400 | 279'207 | 279'207 | 81'067 CHF | 83'859 CHF | 99.50% | 99.50% |
03.07.2024 | 3.56% | 0.29 CHF | 0.30 CHF | 658'000 | 658'000 | 362'409 | 362'409 | 102'406 CHF | 106'037 CHF | 99.36% | 99.36% |
02.07.2024 | 3.97% | 0.28 CHF | 0.29 CHF | 721'300 | 721'300 | 406'424 | 406'424 | 104'051 CHF | 108'123 CHF | 100.00% | 100.00% |