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 | 1.78% | 0.57 CHF | 0.58 CHF | 463'800 | 463'800 | 202'698 | 202'698 | 114'268 CHF | 116'298 CHF | 99.96% | 99.96% |
12.07.2024 | 1.84% | 0.60 CHF | 0.61 CHF | 453'500 | 453'500 | 202'003 | 202'003 | 112'885 CHF | 114'908 CHF | 100.00% | 100.00% |
11.07.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 445'400 | 445'400 | 193'257 | 193'257 | 110'333 CHF | 112'277 CHF | 99.99% | 99.99% |
10.07.2024 | 1.93% | 0.56 CHF | 0.57 CHF | 495'000 | 495'000 | 218'050 | 218'050 | 118'312 CHF | 120'499 CHF | 100.00% | 100.00% |
09.07.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 497'200 | 497'200 | 215'129 | 215'129 | 110'797 CHF | 112'954 CHF | 99.74% | 99.74% |
08.07.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 561'900 | 561'900 | 244'713 | 244'713 | 116'942 CHF | 119'393 CHF | 100.00% | 100.00% |
05.07.2024 | 2.51% | 0.45 CHF | 0.46 CHF | 649'800 | 649'800 | 291'317 | 291'317 | 119'657 CHF | 122'580 CHF | 99.38% | 99.38% |
04.07.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 238'000 | 238'000 | 202'162 | 202'162 | 78'557 CHF | 80'578 CHF | 97.59% | 97.59% |
03.07.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 674'400 | 674'400 | 293'187 | 293'187 | 112'312 CHF | 115'248 CHF | 99.12% | 99.12% |
02.07.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 777'700 | 777'700 | 338'460 | 338'460 | 112'540 CHF | 115'931 CHF | 100.00% | 100.00% |