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 | 3.49% | 0.27 CHF | 0.28 CHF | 355'300 | 355'300 | 353'834 | 353'834 | 99'825 CHF | 103'364 CHF | 99.97% | 99.97% |
12.07.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 359'100 | 359'100 | 357'619 | 357'619 | 102'626 CHF | 106'202 CHF | 100.00% | 100.00% |
11.07.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 367'500 | 367'500 | 365'987 | 365'987 | 101'436 CHF | 105'096 CHF | 100.00% | 100.00% |
10.07.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 375'300 | 375'300 | 373'755 | 373'755 | 103'705 CHF | 107'442 CHF | 100.00% | 100.00% |
09.07.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 365'400 | 365'400 | 363'893 | 363'893 | 97'551 CHF | 101'190 CHF | 100.00% | 100.00% |
08.07.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 363'100 | 363'100 | 361'603 | 361'603 | 101'578 CHF | 105'194 CHF | 100.00% | 100.00% |
05.07.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 380'500 | 380'500 | 378'928 | 378'928 | 108'140 CHF | 111'930 CHF | 99.81% | 99.81% |
04.07.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 387'200 | 387'200 | 385'596 | 385'596 | 100'925 CHF | 104'781 CHF | 99.49% | 99.49% |
03.07.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 389'100 | 389'100 | 393'151 | 393'151 | 100'898 CHF | 104'829 CHF | 100.00% | 100.00% |
02.07.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 421'600 | 421'600 | 419'861 | 419'861 | 103'301 CHF | 107'500 CHF | 100.00% | 100.00% |