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 | 3.42% | 0.32 CHF | 0.33 CHF | 310'100 | 310'100 | 135'811 | 135'811 | 42'178 CHF | 43'552 CHF | 100.00% | 100.00% |
12.07.2024 | 4.43% | 0.25 CHF | 0.26 CHF | 316'700 | 316'700 | 137'488 | 137'488 | 31'447 CHF | 32'824 CHF | 100.00% | 100.00% |
11.07.2024 | 4.06% | 0.23 CHF | 0.24 CHF | 265'900 | 265'900 | 118'935 | 118'935 | 28'510 CHF | 29'702 CHF | 99.99% | 99.99% |
10.07.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 238'600 | 238'600 | 104'576 | 104'576 | 28'191 CHF | 29'239 CHF | 100.00% | 100.00% |
09.07.2024 | 2.22% | 0.38 CHF | 0.39 CHF | 154'200 | 154'200 | 72'330 | 72'330 | 32'571 CHF | 33'295 CHF | 100.00% | 100.00% |
08.07.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 172'500 | 172'500 | 77'237 | 77'237 | 35'966 CHF | 36'740 CHF | 100.00% | 100.00% |
05.07.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 183'300 | 183'300 | 82'008 | 82'008 | 37'605 CHF | 38'427 CHF | 100.00% | 100.00% |
04.07.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 71'400 | 71'400 | 57'208 | 57'208 | 25'145 CHF | 25'717 CHF | 100.00% | 100.00% |
03.07.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 147'000 | 147'000 | 67'029 | 67'029 | 30'871 CHF | 31'543 CHF | 99.80% | 99.80% |
02.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 149'100 | 149'100 | 66'761 | 66'761 | 35'693 CHF | 36'362 CHF | 100.00% | 100.00% |