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 | 3.62% | 0.26 CHF | 0.27 CHF | 484'200 | 484'200 | 211'030 | 211'030 | 56'503 CHF | 58'617 CHF | 100.00% | 100.00% |
12.07.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 447'800 | 447'800 | 195'258 | 195'258 | 59'714 CHF | 61'708 CHF | 100.00% | 100.00% |
11.07.2024 | 3.93% | 0.27 CHF | 0.28 CHF | 517'700 | 517'700 | 233'286 | 233'286 | 60'934 CHF | 63'271 CHF | 99.98% | 99.98% |
10.07.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 558'800 | 558'800 | 249'835 | 249'835 | 57'590 CHF | 60'093 CHF | 99.89% | 99.89% |
09.07.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 553'000 | 553'000 | 247'070 | 247'070 | 58'007 CHF | 60'482 CHF | 99.74% | 99.74% |
08.07.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 525'500 | 525'500 | 231'029 | 231'029 | 57'515 CHF | 59'829 CHF | 99.26% | 99.26% |
05.07.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 556'600 | 556'600 | 246'702 | 246'702 | 58'560 CHF | 61'032 CHF | 100.00% | 100.00% |
04.07.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 222'700 | 222'700 | 178'468 | 178'468 | 41'978 CHF | 43'762 CHF | 99.58% | 99.58% |
03.07.2024 | 3.97% | 0.23 CHF | 0.24 CHF | 540'100 | 540'100 | 236'494 | 236'494 | 58'821 CHF | 61'191 CHF | 100.00% | 100.00% |
02.07.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 555'400 | 555'400 | 246'836 | 246'836 | 57'130 CHF | 59'608 CHF | 100.00% | 100.00% |