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 | 1.18% | 0.84 CHF | 0.85 CHF | 325'700 | 325'700 | 327'023 | 327'023 | 276'334 CHF | 279'604 CHF | 100.00% | 100.00% |
12.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 328'100 | 328'100 | 333'838 | 333'838 | 279'563 CHF | 282'901 CHF | 100.00% | 100.00% |
11.07.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 337'700 | 337'700 | 337'640 | 337'640 | 279'205 CHF | 282'582 CHF | 100.00% | 100.00% |
10.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 337'700 | 337'700 | 337'402 | 337'402 | 275'141 CHF | 278'515 CHF | 100.00% | 100.00% |
09.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 337'300 | 337'300 | 332'169 | 332'169 | 271'547 CHF | 274'872 CHF | 100.00% | 100.00% |
08.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 329'400 | 329'400 | 335'347 | 335'347 | 281'327 CHF | 284'680 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 339'500 | 339'500 | 340'701 | 340'701 | 278'525 CHF | 281'932 CHF | 100.00% | 100.00% |
04.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 341'500 | 341'500 | 349'942 | 349'942 | 280'049 CHF | 283'548 CHF | 100.00% | 100.00% |
03.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 355'700 | 355'700 | 356'956 | 356'956 | 279'277 CHF | 282'847 CHF | 100.00% | 100.00% |
02.07.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 357'800 | 357'800 | 350'956 | 350'956 | 270'411 CHF | 273'920 CHF | 99.98% | 99.98% |