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 | 3.39% | 0.29 CHF | 0.30 CHF | 184'900 | 184'900 | 185'116 | 185'116 | 53'765 CHF | 55'616 CHF | 100.00% | 100.00% |
12.07.2024 | 2.58% | 0.41 CHF | 0.42 CHF | 194'200 | 194'200 | 194'200 | 194'200 | 74'458 CHF | 76'400 CHF | 100.00% | 100.00% |
11.07.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 213'400 | 213'400 | 214'628 | 214'628 | 78'732 CHF | 80'879 CHF | 99.83% | 99.83% |
10.07.2024 | 3.16% | 0.33 CHF | 0.34 CHF | 233'200 | 233'200 | 233'200 | 233'200 | 72'726 CHF | 75'058 CHF | 100.00% | 100.00% |
09.07.2024 | 3.04% | 0.30 CHF | 0.31 CHF | 231'300 | 231'300 | 231'044 | 231'044 | 75'001 CHF | 77'314 CHF | 99.73% | 99.73% |
08.07.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 212'900 | 212'900 | 212'900 | 212'900 | 69'426 CHF | 71'555 CHF | 99.99% | 99.99% |
05.07.2024 | 2.72% | 0.34 CHF | 0.35 CHF | 204'800 | 204'800 | 200'804 | 200'804 | 72'826 CHF | 74'834 CHF | 99.81% | 99.81% |
04.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 201'200 | 201'200 | 199'294 | 199'294 | 72'083 CHF | 74'076 CHF | 100.00% | 100.00% |
03.07.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 199'100 | 199'100 | 194'964 | 194'964 | 72'677 CHF | 74'627 CHF | 100.00% | 100.00% |
02.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 198'800 | 198'800 | 200'419 | 200'419 | 73'702 CHF | 75'706 CHF | 99.99% | 99.99% |