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 | 2.22% | 0.26 CHF | 0.27 CHF | 258'900 | 258'900 | 258'201 | 258'201 | 58'642 CHF | 59'962 CHF | 100.00% | 100.00% |
12.07.2024 | 2.21% | 0.23 CHF | 0.24 CHF | 258'000 | 258'000 | 236'836 | 236'836 | 52'964 CHF | 54'148 CHF | 100.00% | 100.00% |
11.07.2024 | 2.26% | 0.25 CHF | 0.26 CHF | 230'400 | 230'400 | 240'797 | 240'797 | 55'461 CHF | 56'734 CHF | 71.55% | 71.55% |
10.07.2024 | 2.22% | 0.22 CHF | 0.23 CHF | 246'100 | 246'100 | 247'257 | 247'257 | 55'193 CHF | 56'429 CHF | 99.38% | 99.38% |
09.07.2024 | 2.13% | 0.20 CHF | 0.21 CHF | 247'600 | 247'600 | 231'441 | 231'441 | 53'904 CHF | 55'061 CHF | 100.00% | 100.00% |
08.07.2024 | 3.40% | 0.25 CHF | 0.25 CHF | 226'400 | 226'400 | 207'918 | 207'918 | 54'052 CHF | 55'920 CHF | 100.00% | 100.00% |
05.07.2024 | 3.64% | 0.31 CHF | 0.32 CHF | 202'000 | 202'000 | 213'478 | 213'478 | 57'674 CHF | 59'806 CHF | 100.00% | 100.00% |
04.07.2024 | 3.66% | 0.25 CHF | 0.26 CHF | 217'000 | 217'000 | 229'339 | 229'339 | 60'675 CHF | 62'936 CHF | 100.00% | 100.00% |
03.07.2024 | 2.39% | 0.25 CHF | 0.25 CHF | 233'200 | 233'200 | 242'093 | 242'093 | 59'139 CHF | 60'577 CHF | 100.00% | 100.00% |
02.07.2024 | 2.24% | 0.25 CHF | 0.26 CHF | 244'400 | 244'400 | 255'936 | 255'936 | 57'489 CHF | 58'786 CHF | 99.95% | 99.95% |