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 | 2.49% | 0.34 CHF | 0.35 CHF | 137'800 | 137'800 | 138'188 | 138'188 | 54'854 CHF | 56'236 CHF | 100.00% | 100.00% |
12.07.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 138'300 | 138'300 | 152'869 | 152'869 | 62'196 CHF | 63'724 CHF | 100.00% | 100.00% |
11.07.2024 | 2.48% | 0.37 CHF | 0.38 CHF | 157'300 | 157'300 | 148'096 | 148'096 | 59'247 CHF | 60'728 CHF | 71.56% | 71.56% |
10.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 143'400 | 143'400 | 142'552 | 142'552 | 59'405 CHF | 60'831 CHF | 99.38% | 99.38% |
09.07.2024 | 2.47% | 0.46 CHF | 0.47 CHF | 142'300 | 142'300 | 154'192 | 154'192 | 61'757 CHF | 63'299 CHF | 99.99% | 99.99% |
08.07.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 157'900 | 157'900 | 174'337 | 174'337 | 62'739 CHF | 64'482 CHF | 100.00% | 100.00% |
05.07.2024 | 2.80% | 0.31 CHF | 0.32 CHF | 179'600 | 179'600 | 166'439 | 166'439 | 58'772 CHF | 60'436 CHF | 100.00% | 100.00% |
04.07.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 162'400 | 162'400 | 150'442 | 150'442 | 54'710 CHF | 56'214 CHF | 100.00% | 100.00% |
03.07.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 146'700 | 146'700 | 139'554 | 139'554 | 55'805 CHF | 57'200 CHF | 100.00% | 100.00% |
02.07.2024 | 2.25% | 0.39 CHF | 0.40 CHF | 137'700 | 137'700 | 129'277 | 129'277 | 56'948 CHF | 58'241 CHF | 99.96% | 99.96% |