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 | 2.25% | 0.44 CHF | 0.45 CHF | 522'300 | 522'300 | 524'825 | 524'825 | 230'528 CHF | 235'777 CHF | 100.00% | 100.00% |
12.07.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 526'800 | 526'800 | 537'678 | 537'678 | 233'209 CHF | 238'585 CHF | 100.00% | 100.00% |
11.07.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 545'100 | 545'100 | 544'980 | 544'980 | 233'705 CHF | 239'155 CHF | 100.00% | 100.00% |
10.07.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 545'000 | 545'000 | 544'463 | 544'463 | 228'584 CHF | 234'028 CHF | 100.00% | 100.00% |
09.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 544'200 | 544'200 | 534'503 | 534'503 | 224'853 CHF | 230'204 CHF | 100.00% | 100.00% |
08.07.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 529'200 | 529'200 | 540'494 | 540'494 | 234'831 CHF | 240'236 CHF | 100.00% | 100.00% |
05.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 548'200 | 548'200 | 550'482 | 550'482 | 231'775 CHF | 237'280 CHF | 100.00% | 100.00% |
04.07.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 552'100 | 552'100 | 568'267 | 568'267 | 233'773 CHF | 239'456 CHF | 100.00% | 100.00% |
03.07.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 579'200 | 579'200 | 581'591 | 581'591 | 233'026 CHF | 238'842 CHF | 100.00% | 100.00% |
02.07.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 583'300 | 583'300 | 570'092 | 570'092 | 223'115 CHF | 228'816 CHF | 100.00% | 100.00% |