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 | 4.67% | 0.21 CHF | 0.22 CHF | 458'600 | 458'600 | 464'290 | 464'290 | 97'042 CHF | 101'685 CHF | 99.97% | 99.97% |
12.07.2024 | 4.86% | 0.22 CHF | 0.23 CHF | 488'400 | 488'400 | 522'461 | 522'461 | 104'852 CHF | 110'076 CHF | 100.00% | 100.00% |
11.07.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 528'300 | 528'300 | 524'475 | 524'475 | 105'574 CHF | 110'819 CHF | 100.00% | 100.00% |
10.07.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 546'600 | 546'600 | 544'350 | 544'350 | 106'758 CHF | 112'201 CHF | 99.99% | 99.99% |
09.07.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 512'400 | 512'400 | 510'287 | 510'287 | 101'472 CHF | 106'575 CHF | 100.00% | 100.00% |
08.07.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 508'600 | 508'600 | 471'277 | 471'277 | 100'398 CHF | 105'111 CHF | 100.00% | 100.00% |
05.07.2024 | 4.60% | 0.22 CHF | 0.23 CHF | 497'400 | 497'400 | 504'323 | 504'323 | 107'000 CHF | 112'043 CHF | 99.81% | 99.81% |
04.07.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 554'000 | 554'000 | 551'704 | 551'704 | 104'649 CHF | 110'166 CHF | 99.49% | 99.49% |
03.07.2024 | 5.27% | 0.19 CHF | 0.20 CHF | 582'000 | 582'000 | 579'601 | 579'601 | 107'168 CHF | 112'964 CHF | 100.00% | 100.00% |
02.07.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 570'300 | 570'300 | 567'948 | 567'948 | 98'475 CHF | 104'154 CHF | 99.99% | 99.99% |