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 | 1.25% | 0.86 CHF | 0.87 CHF | 545'200 | 545'200 | 274'486 | 274'486 | 225'401 CHF | 228'159 CHF | 98.74% | 98.74% |
12.07.2024 | 1.74% | 0.69 CHF | 0.70 CHF | 620'100 | 620'100 | 321'488 | 321'488 | 195'124 CHF | 198'348 CHF | 99.75% | 99.75% |
11.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 428'100 | 428'100 | 210'286 | 210'286 | 199'494 CHF | 201'613 CHF | 99.99% | 99.99% |
10.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 432'500 | 432'500 | 213'323 | 213'323 | 197'915 CHF | 200'055 CHF | 99.99% | 99.99% |
09.07.2024 | 1.28% | 0.88 CHF | 0.89 CHF | 486'200 | 486'200 | 245'684 | 245'684 | 199'250 CHF | 201'714 CHF | 99.14% | 99.14% |
08.07.2024 | 1.35% | 0.83 CHF | 0.84 CHF | 493'600 | 493'600 | 253'250 | 253'250 | 191'599 CHF | 194'138 CHF | 100.00% | 100.00% |
05.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 539'400 | 539'400 | 268'883 | 268'883 | 203'790 CHF | 206'484 CHF | 99.29% | 99.29% |
04.07.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 273'800 | 273'800 | 215'363 | 215'363 | 152'512 CHF | 154'666 CHF | 95.28% | 95.28% |
03.07.2024 | 1.59% | 0.70 CHF | 0.71 CHF | 648'000 | 648'000 | 323'195 | 323'195 | 210'249 CHF | 213'488 CHF | 96.24% | 96.24% |
02.07.2024 | 2.42% | 0.55 CHF | 0.56 CHF | 888'500 | 888'500 | 444'012 | 444'012 | 203'034 CHF | 207'496 CHF | 99.17% | 99.17% |