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 | 4.14% | 0.25 CHF | 0.26 CHF | 197'000 | 197'000 | 201'033 | 201'033 | 47'599 CHF | 49'610 CHF | 100.00% | 100.00% |
12.07.2024 | 4.07% | 0.26 CHF | 0.27 CHF | 201'800 | 201'800 | 204'025 | 204'025 | 49'203 CHF | 51'243 CHF | 100.00% | 100.00% |
11.07.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 187'300 | 187'300 | 187'249 | 187'249 | 47'699 CHF | 49'571 CHF | 99.83% | 99.83% |
10.07.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 183'800 | 183'800 | 181'129 | 181'129 | 50'345 CHF | 52'156 CHF | 100.00% | 100.00% |
09.07.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 175'100 | 175'100 | 170'841 | 170'841 | 49'327 CHF | 51'035 CHF | 99.73% | 99.73% |
08.07.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 172'600 | 172'600 | 171'888 | 171'888 | 52'828 CHF | 54'547 CHF | 100.00% | 100.00% |
05.07.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 175'800 | 175'800 | 175'087 | 175'087 | 52'141 CHF | 53'891 CHF | 99.81% | 99.81% |
04.07.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 181'300 | 181'300 | 183'810 | 183'810 | 51'519 CHF | 53'358 CHF | 100.00% | 100.00% |
03.07.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 197'600 | 197'600 | 202'213 | 202'213 | 54'177 CHF | 56'199 CHF | 100.00% | 100.00% |
02.07.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 208'500 | 208'500 | 207'640 | 207'640 | 49'592 CHF | 51'668 CHF | 99.99% | 99.99% |