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 | 2.03% | 0.49 CHF | 0.50 CHF | 307'600 | 307'600 | 306'753 | 306'753 | 149'665 CHF | 152'733 CHF | 99.99% | 99.99% |
12.07.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 306'700 | 306'700 | 305'435 | 305'435 | 149'999 CHF | 153'053 CHF | 100.00% | 100.00% |
11.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 299'800 | 299'800 | 298'671 | 298'671 | 147'962 CHF | 150'948 CHF | 99.98% | 99.98% |
10.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 301'500 | 301'500 | 300'258 | 300'258 | 149'866 CHF | 152'869 CHF | 100.00% | 100.00% |
09.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 297'100 | 297'100 | 296'168 | 296'168 | 147'227 CHF | 150'189 CHF | 100.00% | 100.00% |
08.07.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 285'700 | 285'700 | 282'765 | 282'765 | 150'598 CHF | 153'425 CHF | 99.99% | 99.99% |
05.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 267'400 | 267'400 | 266'674 | 266'674 | 148'172 CHF | 150'838 CHF | 99.99% | 99.99% |
04.07.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 273'700 | 273'700 | 272'571 | 272'571 | 154'248 CHF | 156'974 CHF | 100.00% | 100.00% |
03.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 300'900 | 300'900 | 299'779 | 299'779 | 164'283 CHF | 167'281 CHF | 99.38% | 99.38% |
02.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 297'200 | 297'200 | 299'028 | 299'028 | 147'247 CHF | 150'237 CHF | 100.00% | 100.00% |