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 | 2.66% | 0.36 CHF | 0.37 CHF | 212'700 | 212'700 | 211'090 | 211'090 | 78'446 CHF | 80'557 CHF | 99.98% | 99.98% |
12.07.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 211'900 | 211'900 | 213'448 | 213'448 | 77'455 CHF | 79'589 CHF | 100.00% | 100.00% |
11.07.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 219'900 | 219'900 | 221'443 | 221'443 | 80'329 CHF | 82'544 CHF | 100.00% | 100.00% |
10.07.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 226'100 | 226'100 | 226'100 | 226'100 | 78'126 CHF | 80'387 CHF | 100.00% | 100.00% |
09.07.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 221'600 | 221'600 | 220'624 | 220'624 | 77'517 CHF | 79'725 CHF | 100.00% | 100.00% |
08.07.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 215'600 | 215'600 | 214'978 | 214'978 | 78'339 CHF | 80'488 CHF | 100.00% | 100.00% |
05.07.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 203'200 | 203'200 | 202'293 | 202'293 | 74'052 CHF | 76'075 CHF | 99.82% | 99.82% |
04.07.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 203'500 | 203'500 | 204'424 | 204'424 | 80'953 CHF | 82'997 CHF | 99.50% | 99.50% |
03.07.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 203'400 | 203'400 | 204'321 | 204'321 | 78'142 CHF | 80'185 CHF | 100.00% | 100.00% |
02.07.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 202'800 | 202'800 | 202'988 | 202'988 | 75'467 CHF | 77'497 CHF | 100.00% | 100.00% |