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 | 1.62% | 0.60 CHF | 0.61 CHF | 214'900 | 214'900 | 213'264 | 213'264 | 130'917 CHF | 133'050 CHF | 100.00% | 100.00% |
12.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 209'500 | 209'500 | 209'979 | 209'979 | 129'849 CHF | 131'949 CHF | 100.00% | 100.00% |
11.07.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 222'200 | 222'200 | 223'884 | 223'884 | 135'560 CHF | 137'799 CHF | 100.00% | 100.00% |
10.07.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 234'000 | 234'000 | 235'592 | 235'592 | 132'215 CHF | 134'571 CHF | 100.00% | 100.00% |
09.07.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 239'200 | 239'200 | 235'690 | 235'690 | 137'425 CHF | 139'784 CHF | 99.73% | 99.73% |
08.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 239'600 | 239'600 | 239'754 | 239'754 | 131'556 CHF | 133'954 CHF | 99.31% | 99.31% |
05.07.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 244'400 | 244'400 | 244'900 | 244'900 | 134'066 CHF | 136'515 CHF | 100.00% | 100.00% |
04.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 249'700 | 249'700 | 249'070 | 249'070 | 133'518 CHF | 136'008 CHF | 99.61% | 99.61% |
03.07.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 265'300 | 265'300 | 265'762 | 265'762 | 139'848 CHF | 142'505 CHF | 100.00% | 100.00% |
02.07.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 270'000 | 270'000 | 271'886 | 271'886 | 124'463 CHF | 127'182 CHF | 100.00% | 100.00% |