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 | 1.89% | 0.57 CHF | 0.58 CHF | 244'500 | 244'500 | 106'592 | 106'592 | 59'130 CHF | 60'198 CHF | 100.00% | 100.00% |
12.07.2024 | 2.17% | 0.52 CHF | 0.53 CHF | 247'300 | 247'300 | 107'883 | 107'883 | 52'538 CHF | 53'639 CHF | 100.00% | 100.00% |
11.07.2024 | 1.68% | 0.56 CHF | 0.57 CHF | 197'600 | 197'600 | 89'067 | 89'067 | 52'134 CHF | 53'027 CHF | 99.98% | 99.98% |
10.07.2024 | 2.30% | 0.68 CHF | 0.69 CHF | 194'300 | 194'300 | 86'904 | 86'904 | 58'418 CHF | 59'547 CHF | 99.89% | 99.89% |
09.07.2024 | 2.33% | 0.68 CHF | 0.69 CHF | 197'600 | 197'600 | 88'293 | 88'293 | 58'275 CHF | 59'422 CHF | 99.73% | 99.73% |
08.07.2024 | 1.65% | 0.66 CHF | 0.67 CHF | 213'900 | 213'900 | 94'020 | 94'020 | 58'689 CHF | 59'631 CHF | 99.30% | 99.30% |
05.07.2024 | 2.35% | 0.66 CHF | 0.67 CHF | 192'700 | 192'700 | 85'422 | 85'422 | 56'358 CHF | 57'466 CHF | 100.00% | 100.00% |
04.07.2024 | 2.25% | 0.67 CHF | 0.68 CHF | 77'100 | 77'100 | 61'783 | 61'783 | 41'356 CHF | 42'230 CHF | 99.63% | 99.63% |
03.07.2024 | 2.45% | 0.69 CHF | 0.70 CHF | 202'200 | 202'200 | 88'529 | 88'529 | 56'349 CHF | 57'496 CHF | 100.00% | 100.00% |
02.07.2024 | 2.25% | 0.71 CHF | 0.72 CHF | 192'600 | 192'600 | 85'630 | 85'630 | 58'834 CHF | 59'949 CHF | 100.00% | 100.00% |