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 | 2.55% | 0.38 CHF | 0.39 CHF | 206'400 | 206'400 | 205'833 | 205'833 | 79'900 CHF | 81'958 CHF | 100.00% | 100.00% |
12.07.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 205'100 | 205'100 | 204'254 | 204'254 | 80'260 CHF | 82'303 CHF | 100.00% | 100.00% |
11.07.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 194'300 | 194'300 | 193'567 | 193'567 | 77'682 CHF | 79'618 CHF | 99.99% | 99.99% |
10.07.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 196'900 | 196'900 | 196'088 | 196'088 | 79'843 CHF | 81'804 CHF | 100.00% | 100.00% |
09.07.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 190'100 | 190'100 | 189'506 | 189'506 | 76'736 CHF | 78'632 CHF | 99.99% | 99.99% |
08.07.2024 | 2.12% | 0.44 CHF | 0.45 CHF | 173'100 | 173'100 | 171'338 | 171'338 | 79'911 CHF | 81'624 CHF | 99.99% | 99.99% |
05.07.2024 | 1.96% | 0.48 CHF | 0.49 CHF | 153'100 | 153'100 | 152'687 | 152'687 | 77'432 CHF | 78'958 CHF | 100.00% | 100.00% |
04.07.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 161'500 | 161'500 | 160'834 | 160'834 | 84'643 CHF | 86'251 CHF | 100.00% | 100.00% |
03.07.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 199'000 | 199'000 | 198'259 | 198'259 | 98'458 CHF | 100'440 CHF | 99.38% | 99.38% |
02.07.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 186'500 | 186'500 | 187'629 | 187'629 | 76'329 CHF | 78'206 CHF | 100.00% | 100.00% |