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 | 2.29% | 0.26 CHF | 0.27 CHF | 557'800 | 557'800 | 557'800 | 557'800 | 143'540 CHF | 146'877 CHF | 99.09% | 99.09% |
12.07.2024 | 3.28% | 0.27 CHF | 0.28 CHF | 596'400 | 596'400 | 596'400 | 596'400 | 156'591 CHF | 161'826 CHF | 100.00% | 100.00% |
11.07.2024 | 2.83% | 0.26 CHF | 0.26 CHF | 597'500 | 597'500 | 597'500 | 597'500 | 154'141 CHF | 158'587 CHF | 100.00% | 100.00% |
10.07.2024 | 2.07% | 0.25 CHF | 0.26 CHF | 670'200 | 670'200 | 670'200 | 670'200 | 160'418 CHF | 163'769 CHF | 100.00% | 100.00% |
09.07.2024 | 2.18% | 0.22 CHF | 0.22 CHF | 588'100 | 588'100 | 588'100 | 588'100 | 133'760 CHF | 136'701 CHF | 100.00% | 100.00% |
08.07.2024 | 3.41% | 0.26 CHF | 0.27 CHF | 581'300 | 581'300 | 581'300 | 581'300 | 160'826 CHF | 166'406 CHF | 100.00% | 100.00% |
05.07.2024 | 2.90% | 0.26 CHF | 0.26 CHF | 540'100 | 540'100 | 540'100 | 540'100 | 142'794 CHF | 147'031 CHF | 100.00% | 100.00% |
04.07.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 616'900 | 616'900 | 616'900 | 616'900 | 170'244 CHF | 176'413 CHF | 100.00% | 100.00% |
03.07.2024 | 2.02% | 0.25 CHF | 0.26 CHF | 728'000 | 728'000 | 728'000 | 728'000 | 178'329 CHF | 181'969 CHF | 100.00% | 100.00% |
02.07.2024 | 2.45% | 0.21 CHF | 0.21 CHF | 631'400 | 631'400 | 631'400 | 631'400 | 127'516 CHF | 130'673 CHF | 99.99% | 99.99% |