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 | 1.99% | 0.46 CHF | 0.47 CHF | 256'600 | 256'600 | 116'314 | 116'314 | 56'231 CHF | 57'394 CHF | 100.00% | 100.00% |
12.07.2024 | 2.11% | 0.50 CHF | 0.51 CHF | 277'100 | 277'100 | 125'143 | 125'143 | 60'002 CHF | 61'254 CHF | 100.00% | 100.00% |
11.07.2024 | 2.46% | 0.45 CHF | 0.46 CHF | 322'100 | 322'100 | 147'334 | 147'334 | 61'508 CHF | 62'981 CHF | 100.00% | 100.00% |
10.07.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 350'500 | 350'500 | 158'262 | 158'262 | 58'040 CHF | 59'623 CHF | 100.00% | 100.00% |
09.07.2024 | 2.61% | 0.36 CHF | 0.37 CHF | 335'000 | 335'000 | 151'214 | 151'214 | 56'801 CHF | 58'314 CHF | 100.00% | 100.00% |
08.07.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 336'700 | 336'700 | 151'964 | 151'964 | 58'847 CHF | 60'366 CHF | 100.00% | 100.00% |
05.07.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 335'300 | 335'300 | 151'390 | 151'390 | 57'972 CHF | 59'485 CHF | 100.00% | 100.00% |
04.07.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 134'800 | 134'800 | 107'957 | 107'957 | 42'102 CHF | 43'181 CHF | 100.00% | 100.00% |
03.07.2024 | 2.85% | 0.37 CHF | 0.38 CHF | 371'300 | 371'300 | 169'873 | 169'873 | 60'198 CHF | 61'896 CHF | 100.00% | 100.00% |
02.07.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 373'300 | 373'300 | 168'488 | 168'488 | 57'514 CHF | 59'198 CHF | 100.00% | 100.00% |