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 | 1.23% | 0.83 CHF | 0.84 CHF | 253'600 | 253'600 | 255'403 | 255'403 | 206'427 CHF | 208'981 CHF | 100.00% | 100.00% |
12.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 256'700 | 256'700 | 257'060 | 257'060 | 205'006 CHF | 207'576 CHF | 100.00% | 100.00% |
11.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 257'300 | 257'300 | 263'111 | 263'111 | 205'446 CHF | 208'077 CHF | 100.00% | 100.00% |
10.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 267'100 | 267'100 | 269'674 | 269'674 | 204'962 CHF | 207'659 CHF | 100.00% | 100.00% |
09.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 271'400 | 271'400 | 272'419 | 272'419 | 205'820 CHF | 208'547 CHF | 100.00% | 100.00% |
08.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 273'700 | 273'700 | 269'192 | 269'192 | 200'997 CHF | 203'689 CHF | 100.00% | 100.00% |
05.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 266'200 | 266'200 | 269'197 | 269'197 | 206'379 CHF | 209'071 CHF | 99.78% | 99.78% |
04.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 271'200 | 271'200 | 270'961 | 270'961 | 207'026 CHF | 209'736 CHF | 100.00% | 100.00% |
03.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 270'800 | 270'800 | 276'600 | 276'600 | 210'134 CHF | 212'900 CHF | 100.00% | 100.00% |
02.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 280'500 | 280'500 | 281'640 | 281'640 | 205'282 CHF | 208'098 CHF | 100.00% | 100.00% |