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 | 4.66% | 0.22 CHF | 0.23 CHF | 384'000 | 384'000 | 382'255 | 382'255 | 80'078 CHF | 83'901 CHF | 100.00% | 100.00% |
12.07.2024 | 5.11% | 0.18 CHF | 0.19 CHF | 334'100 | 334'100 | 332'686 | 332'686 | 63'538 CHF | 66'865 CHF | 100.00% | 100.00% |
11.07.2024 | 4.57% | 0.20 CHF | 0.21 CHF | 284'800 | 284'800 | 288'339 | 288'339 | 61'738 CHF | 64'621 CHF | 100.00% | 100.00% |
10.07.2024 | 3.79% | 0.23 CHF | 0.24 CHF | 237'600 | 237'600 | 241'598 | 241'598 | 63'307 CHF | 65'723 CHF | 100.00% | 100.00% |
09.07.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 231'500 | 231'500 | 229'315 | 229'315 | 63'695 CHF | 65'988 CHF | 100.00% | 100.00% |
08.07.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 245'900 | 245'900 | 244'788 | 244'788 | 68'695 CHF | 71'143 CHF | 100.00% | 100.00% |
05.07.2024 | 3.77% | 0.28 CHF | 0.29 CHF | 257'700 | 257'700 | 253'105 | 253'105 | 66'044 CHF | 68'575 CHF | 99.81% | 99.81% |
04.07.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 260'800 | 260'800 | 260'548 | 260'548 | 69'732 CHF | 72'338 CHF | 99.49% | 99.49% |
03.07.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 249'900 | 249'900 | 248'863 | 248'863 | 62'431 CHF | 64'919 CHF | 99.35% | 99.35% |
02.07.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 283'500 | 283'500 | 282'230 | 282'230 | 79'339 CHF | 82'161 CHF | 100.00% | 100.00% |