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 | 1.76% | 0.55 CHF | 0.56 CHF | 934'200 | 934'200 | 915'326 | 915'326 | 515'701 CHF | 524'854 CHF | 100.00% | 100.00% |
12.07.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 903'100 | 903'100 | 870'500 | 870'500 | 508'594 CHF | 517'299 CHF | 99.84% | 99.84% |
11.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 848'900 | 848'900 | 827'469 | 827'469 | 504'482 CHF | 512'757 CHF | 71.50% | 71.50% |
10.07.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 800'300 | 800'300 | 789'512 | 789'512 | 524'355 CHF | 532'250 CHF | 99.38% | 99.38% |
09.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 782'300 | 782'300 | 796'295 | 796'295 | 531'113 CHF | 539'084 CHF | 100.00% | 100.00% |
08.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 807'200 | 807'200 | 797'856 | 797'856 | 513'954 CHF | 521'932 CHF | 99.99% | 99.99% |
05.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 791'800 | 791'800 | 772'778 | 772'778 | 509'526 CHF | 517'254 CHF | 100.00% | 100.00% |
04.07.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 760'200 | 760'200 | 725'057 | 725'057 | 503'029 CHF | 510'279 CHF | 100.00% | 100.00% |
03.07.2024 | 1.35% | 0.68 CHF | 0.69 CHF | 701'600 | 701'600 | 674'034 | 674'034 | 495'277 CHF | 502'018 CHF | 100.00% | 100.00% |
02.07.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 655'600 | 655'600 | 675'044 | 675'044 | 544'071 CHF | 550'821 CHF | 99.97% | 99.97% |