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 | 3.15% | 0.32 CHF | 0.33 CHF | 211'900 | 211'900 | 211'741 | 211'741 | 66'157 CHF | 68'274 CHF | 100.00% | 100.00% |
12.07.2024 | 3.15% | 0.33 CHF | 0.34 CHF | 230'800 | 230'800 | 232'039 | 232'039 | 72'570 CHF | 74'891 CHF | 100.00% | 100.00% |
11.07.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 249'400 | 249'400 | 248'373 | 248'373 | 72'405 CHF | 74'888 CHF | 99.98% | 99.98% |
10.07.2024 | 3.75% | 0.28 CHF | 0.29 CHF | 243'400 | 243'400 | 245'239 | 245'239 | 64'345 CHF | 66'797 CHF | 100.00% | 100.00% |
09.07.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 240'000 | 240'000 | 239'379 | 239'379 | 66'782 CHF | 69'176 CHF | 100.00% | 100.00% |
08.07.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 238'600 | 238'600 | 237'616 | 237'616 | 68'504 CHF | 70'880 CHF | 100.00% | 100.00% |
05.07.2024 | 3.19% | 0.29 CHF | 0.30 CHF | 226'700 | 226'700 | 225'344 | 225'344 | 69'507 CHF | 71'761 CHF | 99.81% | 99.81% |
04.07.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 242'700 | 242'700 | 241'531 | 241'531 | 73'262 CHF | 75'677 CHF | 99.49% | 99.49% |
03.07.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 254'500 | 254'500 | 253'444 | 253'444 | 73'333 CHF | 75'867 CHF | 99.35% | 99.35% |
02.07.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 254'400 | 254'400 | 253'349 | 253'349 | 64'113 CHF | 66'646 CHF | 100.00% | 100.00% |