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 | 1.36% | 0.78 CHF | 0.79 CHF | 340'600 | 340'600 | 189'829 | 189'829 | 142'650 CHF | 144'552 CHF | 99.99% | 99.99% |
12.07.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 343'300 | 343'300 | 188'754 | 188'754 | 141'434 CHF | 143'325 CHF | 100.00% | 100.00% |
11.07.2024 | 1.22% | 0.77 CHF | 0.78 CHF | 308'500 | 308'500 | 168'134 | 168'134 | 138'218 CHF | 139'903 CHF | 100.00% | 100.00% |
10.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 313'600 | 313'600 | 172'952 | 172'952 | 142'442 CHF | 144'174 CHF | 100.00% | 100.00% |
09.07.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 313'200 | 313'200 | 172'714 | 172'714 | 142'084 CHF | 143'814 CHF | 100.00% | 100.00% |
08.07.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 305'400 | 305'400 | 170'035 | 170'035 | 138'519 CHF | 140'223 CHF | 100.00% | 100.00% |
05.07.2024 | 1.30% | 0.83 CHF | 0.84 CHF | 326'900 | 326'900 | 182'354 | 182'354 | 143'737 CHF | 145'564 CHF | 100.00% | 100.00% |
04.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 166'300 | 166'300 | 148'634 | 148'634 | 113'684 CHF | 115'170 CHF | 100.00% | 100.00% |
03.07.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 336'500 | 336'500 | 186'655 | 186'655 | 140'292 CHF | 142'162 CHF | 100.00% | 100.00% |
02.07.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 353'700 | 353'700 | 195'039 | 195'039 | 139'108 CHF | 141'062 CHF | 100.00% | 100.00% |