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 | 2.46% | 0.40 CHF | 0.41 CHF | 358'200 | 358'200 | 355'314 | 355'314 | 142'469 CHF | 146'022 CHF | 100.00% | 100.00% |
12.07.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 353'600 | 353'600 | 342'782 | 342'782 | 139'291 CHF | 142'719 CHF | 100.00% | 100.00% |
11.07.2024 | 2.37% | 0.39 CHF | 0.40 CHF | 335'600 | 335'600 | 335'540 | 335'534 | 140'427 CHF | 143'780 CHF | 99.99% | 99.99% |
10.07.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 335'500 | 335'500 | 335'918 | 335'918 | 145'067 CHF | 148'426 CHF | 100.00% | 100.00% |
09.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 336'200 | 336'200 | 343'894 | 343'894 | 148'210 CHF | 151'653 CHF | 100.00% | 100.00% |
08.07.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 349'700 | 349'700 | 338'406 | 338'406 | 138'593 CHF | 141'977 CHF | 100.00% | 100.00% |
05.07.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 331'100 | 331'100 | 328'938 | 328'938 | 142'490 CHF | 145'780 CHF | 100.00% | 100.00% |
04.07.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 327'500 | 327'500 | 313'429 | 313'429 | 142'023 CHF | 145'158 CHF | 100.00% | 100.00% |
03.07.2024 | 2.08% | 0.45 CHF | 0.46 CHF | 304'000 | 304'000 | 302'027 | 302'027 | 143'810 CHF | 146'830 CHF | 100.00% | 100.00% |
02.07.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 300'800 | 300'800 | 310'647 | 310'647 | 152'289 CHF | 155'395 CHF | 99.99% | 99.99% |