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 | 1.87% | 0.53 CHF | 0.54 CHF | 644'700 | 644'700 | 357'886 | 357'886 | 193'571 CHF | 197'157 CHF | 98.88% | 98.88% |
12.07.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 612'100 | 612'100 | 341'787 | 341'787 | 204'432 CHF | 207'856 CHF | 99.99% | 99.99% |
11.07.2024 | 1.78% | 0.62 CHF | 0.63 CHF | 704'300 | 704'300 | 378'854 | 378'854 | 219'671 CHF | 223'483 CHF | 100.00% | 100.00% |
10.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 622'500 | 622'500 | 345'601 | 345'601 | 206'540 CHF | 210'006 CHF | 99.89% | 99.89% |
09.07.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 619'700 | 619'700 | 342'542 | 342'542 | 211'934 CHF | 215'366 CHF | 99.43% | 99.43% |
08.07.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 609'000 | 609'000 | 335'995 | 335'995 | 213'341 CHF | 216'709 CHF | 100.00% | 100.00% |
05.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 545'300 | 545'300 | 303'604 | 303'604 | 207'961 CHF | 211'003 CHF | 99.35% | 99.35% |
04.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 276'400 | 276'400 | 246'982 | 246'982 | 173'338 CHF | 175'808 CHF | 99.50% | 99.50% |
03.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 544'300 | 544'300 | 299'782 | 299'782 | 215'843 CHF | 218'846 CHF | 99.36% | 99.36% |
02.07.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 494'500 | 494'500 | 278'666 | 278'666 | 213'097 CHF | 215'889 CHF | 100.00% | 100.00% |