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 | 2.99% | 0.33 CHF | 0.34 CHF | 236'200 | 236'200 | 104'803 | 104'803 | 34'878 CHF | 35'928 CHF | 100.00% | 100.00% |
12.07.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 238'200 | 238'200 | 103'161 | 103'161 | 36'256 CHF | 37'299 CHF | 100.00% | 100.00% |
11.07.2024 | 3.38% | 0.32 CHF | 0.33 CHF | 266'700 | 266'700 | 117'834 | 117'834 | 35'775 CHF | 36'955 CHF | 100.00% | 100.00% |
10.07.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 281'200 | 281'200 | 125'273 | 125'273 | 35'309 CHF | 36'567 CHF | 99.90% | 99.90% |
09.07.2024 | 4.55% | 0.27 CHF | 0.28 CHF | 288'200 | 288'200 | 122'017 | 122'017 | 33'103 CHF | 34'379 CHF | 99.70% | 99.70% |
08.07.2024 | 3.85% | 0.27 CHF | 0.28 CHF | 292'000 | 292'000 | 126'548 | 126'548 | 34'802 CHF | 36'108 CHF | 99.30% | 99.30% |
05.07.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 294'200 | 294'200 | 130'127 | 130'127 | 35'577 CHF | 36'882 CHF | 99.90% | 99.90% |
04.07.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 114'900 | 114'900 | 92'042 | 92'042 | 25'585 CHF | 26'505 CHF | 99.63% | 99.63% |
03.07.2024 | 4.28% | 0.27 CHF | 0.28 CHF | 306'200 | 306'200 | 126'949 | 126'949 | 34'209 CHF | 35'574 CHF | 100.00% | 100.00% |
02.07.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 305'300 | 305'300 | 135'779 | 135'779 | 34'599 CHF | 35'968 CHF | 100.00% | 100.00% |