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 | 3.79% | 0.26 CHF | 0.27 CHF | 326'200 | 326'200 | 327'369 | 327'369 | 84'787 CHF | 88'061 CHF | 100.00% | 100.00% |
12.07.2024 | 6.71% | 0.14 CHF | 0.14 CHF | 256'700 | 256'700 | 258'817 | 258'817 | 37'324 CHF | 39'913 CHF | 100.00% | 100.00% |
11.07.2024 | 6.26% | 0.16 CHF | 0.17 CHF | 243'700 | 243'700 | 244'654 | 244'654 | 37'900 CHF | 40'347 CHF | 99.82% | 99.82% |
10.07.2024 | 5.60% | 0.17 CHF | 0.18 CHF | 236'000 | 236'000 | 236'952 | 236'952 | 41'219 CHF | 43'588 CHF | 100.00% | 100.00% |
09.07.2024 | 6.03% | 0.18 CHF | 0.19 CHF | 257'800 | 257'800 | 254'827 | 254'827 | 41'215 CHF | 43'766 CHF | 99.74% | 99.74% |
08.07.2024 | 6.31% | 0.16 CHF | 0.17 CHF | 265'200 | 265'200 | 263'990 | 263'990 | 40'550 CHF | 43'190 CHF | 100.00% | 100.00% |
05.07.2024 | 7.09% | 0.16 CHF | 0.17 CHF | 283'300 | 283'300 | 279'738 | 279'738 | 38'191 CHF | 40'988 CHF | 99.81% | 99.81% |
04.07.2024 | 6.50% | 0.14 CHF | 0.16 CHF | 256'700 | 256'700 | 257'635 | 257'635 | 38'365 CHF | 40'941 CHF | 100.00% | 100.00% |
03.07.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 242'800 | 242'800 | 244'034 | 244'034 | 38'789 CHF | 41'229 CHF | 100.00% | 100.00% |
02.07.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 239'900 | 239'900 | 241'348 | 241'348 | 43'062 CHF | 45'476 CHF | 100.00% | 100.00% |