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 | 3.02% | 0.35 CHF | 0.36 CHF | 943'000 | 943'000 | 927'143 | 927'143 | 305'816 CHF | 315'098 CHF | 100.00% | 100.00% |
12.07.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 861'000 | 861'000 | 855'686 | 855'686 | 289'857 CHF | 298'423 CHF | 100.00% | 100.00% |
11.07.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 799'000 | 799'000 | 793'449 | 793'449 | 282'004 CHF | 289'947 CHF | 97.40% | 97.40% |
10.07.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 740'000 | 740'000 | 736'066 | 736'066 | 294'620 CHF | 301'989 CHF | 100.00% | 100.00% |
09.07.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 751'000 | 751'000 | 742'424 | 742'424 | 293'099 CHF | 300'531 CHF | 99.76% | 99.76% |
08.07.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 727'000 | 727'000 | 718'901 | 718'901 | 291'428 CHF | 298'625 CHF | 99.99% | 99.99% |
05.07.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 764'000 | 764'000 | 753'087 | 753'087 | 302'981 CHF | 310'520 CHF | 100.00% | 100.00% |
04.07.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 732'000 | 732'000 | 725'936 | 725'936 | 295'605 CHF | 302'872 CHF | 100.00% | 100.00% |
03.07.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 731'000 | 731'000 | 723'171 | 723'171 | 300'266 CHF | 307'506 CHF | 100.00% | 100.00% |
02.07.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 751'000 | 751'000 | 747'146 | 747'146 | 325'611 CHF | 333'090 CHF | 100.00% | 100.00% |