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 | 5.71% | 0.18 CHF | 0.19 CHF | 439'800 | 439'800 | 437'299 | 437'299 | 74'435 CHF | 78'808 CHF | 99.99% | 99.99% |
12.07.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 443'300 | 443'300 | 443'841 | 443'841 | 77'241 CHF | 81'679 CHF | 100.00% | 100.00% |
11.07.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 448'500 | 448'500 | 448'192 | 448'192 | 75'922 CHF | 80'404 CHF | 100.00% | 100.00% |
10.07.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 415'200 | 415'200 | 416'793 | 416'793 | 72'444 CHF | 76'612 CHF | 100.00% | 100.00% |
09.07.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 418'700 | 418'700 | 417'011 | 417'011 | 74'072 CHF | 78'247 CHF | 100.00% | 100.00% |
08.07.2024 | 5.48% | 0.18 CHF | 0.19 CHF | 389'600 | 389'600 | 387'977 | 387'977 | 68'920 CHF | 72'799 CHF | 100.00% | 100.00% |
05.07.2024 | 5.15% | 0.19 CHF | 0.20 CHF | 395'500 | 395'500 | 393'779 | 393'779 | 74'486 CHF | 78'424 CHF | 100.00% | 100.00% |
04.07.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 373'500 | 373'500 | 373'960 | 373'960 | 71'064 CHF | 74'803 CHF | 100.00% | 100.00% |
03.07.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 399'900 | 399'900 | 400'514 | 400'514 | 80'564 CHF | 84'569 CHF | 100.00% | 100.00% |
02.07.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 421'600 | 421'600 | 423'880 | 423'880 | 81'892 CHF | 86'130 CHF | 100.00% | 100.00% |