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 | 2.97% | 0.65 CHF | 0.66 CHF | 275'100 | 275'100 | 107'152 | 107'152 | 66'744 CHF | 68'296 CHF | 99.99% | 99.99% |
12.07.2024 | 3.25% | 0.60 CHF | 0.61 CHF | 305'100 | 305'100 | 134'078 | 134'078 | 75'625 CHF | 77'643 CHF | 100.00% | 100.00% |
11.07.2024 | 3.01% | 0.55 CHF | 0.56 CHF | 269'500 | 269'500 | 122'769 | 122'769 | 70'185 CHF | 72'049 CHF | 99.99% | 99.99% |
10.07.2024 | 2.82% | 0.62 CHF | 0.63 CHF | 257'200 | 257'200 | 115'026 | 115'026 | 72'189 CHF | 73'931 CHF | 99.90% | 99.90% |
09.07.2024 | 2.79% | 0.65 CHF | 0.66 CHF | 251'800 | 251'800 | 113'671 | 113'671 | 73'272 CHF | 74'988 CHF | 99.73% | 99.73% |
08.07.2024 | 2.69% | 0.66 CHF | 0.67 CHF | 247'200 | 247'200 | 109'378 | 109'378 | 71'357 CHF | 73'019 CHF | 99.31% | 99.31% |
05.07.2024 | 2.60% | 0.67 CHF | 0.68 CHF | 241'800 | 241'800 | 108'183 | 108'183 | 74'159 CHF | 75'798 CHF | 99.89% | 99.89% |
04.07.2024 | 2.90% | 0.68 CHF | 0.70 CHF | 96'800 | 96'800 | 77'569 | 77'569 | 52'623 CHF | 54'174 CHF | 99.61% | 99.61% |
03.07.2024 | 2.89% | 0.70 CHF | 0.71 CHF | 264'700 | 264'700 | 110'704 | 110'704 | 72'379 CHF | 74'097 CHF | 100.00% | 100.00% |
02.07.2024 | 2.93% | 0.63 CHF | 0.64 CHF | 272'500 | 272'500 | 121'372 | 121'372 | 74'429 CHF | 76'265 CHF | 99.99% | 99.99% |