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 | 2.94% | 0.35 CHF | 0.36 CHF | 233'000 | 233'000 | 230'223 | 230'223 | 77'176 CHF | 79'478 CHF | 100.00% | 100.00% |
12.07.2024 | 2.92% | 0.32 CHF | 0.33 CHF | 215'200 | 215'200 | 216'558 | 216'558 | 72'993 CHF | 75'158 CHF | 100.00% | 100.00% |
11.07.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 203'500 | 203'500 | 204'178 | 204'178 | 70'679 CHF | 72'720 CHF | 100.00% | 100.00% |
10.07.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 201'500 | 201'500 | 202'205 | 202'205 | 74'986 CHF | 77'008 CHF | 100.00% | 100.00% |
09.07.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 207'200 | 207'200 | 204'509 | 204'509 | 73'930 CHF | 75'977 CHF | 100.00% | 100.00% |
08.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 207'800 | 207'800 | 207'206 | 207'206 | 74'908 CHF | 76'980 CHF | 100.00% | 100.00% |
05.07.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 213'100 | 213'100 | 211'225 | 211'225 | 74'488 CHF | 76'600 CHF | 100.00% | 100.00% |
04.07.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 192'200 | 192'200 | 193'360 | 193'360 | 70'554 CHF | 72'488 CHF | 100.00% | 100.00% |
03.07.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 193'600 | 193'600 | 192'663 | 192'663 | 72'048 CHF | 73'975 CHF | 100.00% | 100.00% |
02.07.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 194'600 | 194'600 | 195'576 | 195'576 | 78'401 CHF | 80'357 CHF | 100.00% | 100.00% |