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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 275'800 | 275'800 | 278'650 | 278'650 | 186'367 CHF | 189'153 CHF | 100.00% | 100.00% |
11.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 273'900 | 273'900 | 274'074 | 274'074 | 189'623 CHF | 192'364 CHF | 99.82% | 99.82% |
10.07.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 263'100 | 263'100 | 266'371 | 266'371 | 188'794 CHF | 191'458 CHF | 100.00% | 100.00% |
09.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 270'400 | 270'400 | 268'128 | 268'128 | 187'265 CHF | 189'949 CHF | 99.73% | 99.73% |
08.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 266'400 | 266'400 | 265'535 | 265'535 | 187'411 CHF | 190'066 CHF | 99.99% | 99.99% |
05.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 272'200 | 272'200 | 271'830 | 271'830 | 192'240 CHF | 194'958 CHF | 99.81% | 99.81% |
04.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 266'400 | 266'400 | 265'433 | 265'433 | 186'980 CHF | 189'634 CHF | 100.00% | 100.00% |
03.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 265'800 | 265'800 | 265'800 | 265'800 | 190'719 CHF | 193'377 CHF | 100.00% | 100.00% |
02.07.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 256'600 | 256'600 | 258'533 | 258'533 | 190'965 CHF | 193'551 CHF | 100.00% | 100.00% |
01.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 257'600 | 257'600 | 254'893 | 254'893 | 185'825 CHF | 188'374 CHF | 89.27% | 89.27% |