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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 5.75% | 0.17 CHF | 0.18 CHF | 717'900 | 717'900 | 714'862 | 714'862 | 120'799 CHF | 127'948 CHF | 100.00% | 100.00% |
11.07.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 659'000 | 659'000 | 667'184 | 667'184 | 118'838 CHF | 125'509 CHF | 99.99% | 99.99% |
10.07.2024 | 5.02% | 0.18 CHF | 0.19 CHF | 603'600 | 603'600 | 613'675 | 613'675 | 119'437 CHF | 125'574 CHF | 100.00% | 100.00% |
09.07.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 604'400 | 604'400 | 598'688 | 598'688 | 119'942 CHF | 125'929 CHF | 100.00% | 100.00% |
08.07.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 625'300 | 625'300 | 622'469 | 622'469 | 124'913 CHF | 131'137 CHF | 100.00% | 100.00% |
05.07.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 642'000 | 642'000 | 630'401 | 630'401 | 122'408 CHF | 128'712 CHF | 99.81% | 99.81% |
04.07.2024 | 4.96% | 0.20 CHF | 0.21 CHF | 641'400 | 641'400 | 640'769 | 640'769 | 125'932 CHF | 132'339 CHF | 99.49% | 99.49% |
03.07.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 626'400 | 626'400 | 623'801 | 623'801 | 118'705 CHF | 124'943 CHF | 99.35% | 99.35% |
02.07.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 678'000 | 678'000 | 674'965 | 674'965 | 135'665 CHF | 142'415 CHF | 100.00% | 100.00% |
01.07.2024 | 5.24% | 0.19 CHF | 0.20 CHF | 639'000 | 639'000 | 635'200 | 635'200 | 117'990 CHF | 124'342 CHF | 100.00% | 100.00% |