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 | 2.27% | 0.44 CHF | 0.45 CHF | 475'300 | 475'300 | 212'695 | 212'695 | 94'899 CHF | 97'031 CHF | 100.00% | 100.00% |
12.07.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 441'900 | 441'900 | 183'868 | 183'868 | 74'367 CHF | 76'209 CHF | 99.90% | 99.90% |
11.07.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 371'600 | 371'600 | 166'331 | 166'331 | 77'211 CHF | 78'877 CHF | 100.00% | 100.00% |
10.07.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 364'300 | 364'300 | 163'074 | 163'074 | 84'576 CHF | 86'210 CHF | 100.00% | 100.00% |
09.07.2024 | 1.78% | 0.53 CHF | 0.54 CHF | 311'600 | 311'600 | 139'476 | 139'476 | 78'714 CHF | 80'112 CHF | 100.00% | 100.00% |
08.07.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 333'800 | 333'800 | 149'438 | 149'438 | 88'165 CHF | 89'662 CHF | 100.00% | 100.00% |
05.07.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 357'800 | 357'800 | 159'890 | 159'890 | 89'941 CHF | 91'544 CHF | 99.90% | 99.90% |
04.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 143'100 | 143'100 | 114'605 | 114'605 | 62'132 CHF | 63'278 CHF | 100.00% | 100.00% |
03.07.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 313'300 | 313'300 | 140'288 | 140'288 | 79'065 CHF | 80'471 CHF | 100.00% | 100.00% |
02.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 281'600 | 281'600 | 126'256 | 126'256 | 80'840 CHF | 82'105 CHF | 100.00% | 100.00% |