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 | 2.76% | 0.34 CHF | 0.35 CHF | 154'100 | 154'100 | 157'272 | 157'272 | 56'222 CHF | 57'795 CHF | 100.00% | 100.00% |
12.07.2024 | 2.80% | 0.32 CHF | 0.33 CHF | 147'900 | 147'900 | 149'542 | 149'542 | 52'742 CHF | 54'237 CHF | 100.00% | 100.00% |
11.07.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 165'500 | 165'500 | 165'471 | 165'471 | 55'318 CHF | 56'973 CHF | 99.83% | 99.83% |
10.07.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170'600 | 170'600 | 168'131 | 168'131 | 51'507 CHF | 53'188 CHF | 100.00% | 100.00% |
09.07.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 184'100 | 184'100 | 179'663 | 179'663 | 53'404 CHF | 55'201 CHF | 99.74% | 99.74% |
08.07.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 174'400 | 174'400 | 173'681 | 173'681 | 48'654 CHF | 50'391 CHF | 100.00% | 100.00% |
05.07.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 169'000 | 169'000 | 168'315 | 168'315 | 48'876 CHF | 50'559 CHF | 99.81% | 99.81% |
04.07.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 160'000 | 160'000 | 162'229 | 162'229 | 49'967 CHF | 51'589 CHF | 100.00% | 100.00% |
03.07.2024 | 3.05% | 0.30 CHF | 0.31 CHF | 136'100 | 136'100 | 139'281 | 139'281 | 44'959 CHF | 46'352 CHF | 100.00% | 100.00% |
02.07.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 144'900 | 144'900 | 144'302 | 144'302 | 52'470 CHF | 53'913 CHF | 100.00% | 100.00% |