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 | 2.42% | 0.39 CHF | 0.40 CHF | 183'400 | 183'400 | 182'393 | 182'393 | 74'389 CHF | 76'213 CHF | 100.00% | 100.00% |
12.07.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 185'600 | 185'600 | 185'576 | 185'576 | 76'207 CHF | 78'063 CHF | 100.00% | 100.00% |
11.07.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 201'800 | 201'800 | 202'523 | 202'523 | 78'202 CHF | 80'227 CHF | 100.00% | 100.00% |
10.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 209'400 | 209'400 | 208'538 | 208'538 | 73'963 CHF | 76'048 CHF | 100.00% | 100.00% |
09.07.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 203'500 | 203'500 | 196'583 | 196'583 | 74'651 CHF | 76'617 CHF | 99.74% | 99.74% |
08.07.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 187'800 | 187'800 | 187'020 | 187'020 | 74'363 CHF | 76'233 CHF | 99.30% | 99.30% |
05.07.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 187'700 | 187'700 | 186'926 | 186'926 | 77'134 CHF | 79'004 CHF | 100.00% | 100.00% |
04.07.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 192'700 | 192'700 | 191'902 | 191'902 | 76'561 CHF | 78'480 CHF | 99.63% | 99.63% |
03.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 197'400 | 197'400 | 198'356 | 198'356 | 76'767 CHF | 78'751 CHF | 100.00% | 100.00% |
02.07.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 198'600 | 198'600 | 197'164 | 197'164 | 74'606 CHF | 76'578 CHF | 100.00% | 100.00% |