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 | 2.22% | 0.45 CHF | 0.46 CHF | 275'400 | 275'400 | 274'266 | 274'266 | 122'209 CHF | 124'952 CHF | 100.00% | 100.00% |
12.07.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 243'300 | 243'300 | 246'651 | 246'651 | 118'773 CHF | 121'239 CHF | 100.00% | 100.00% |
11.07.2024 | 1.86% | 0.50 CHF | 0.51 CHF | 229'100 | 229'100 | 228'155 | 228'155 | 121'359 CHF | 123'641 CHF | 99.83% | 99.83% |
10.07.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 202'300 | 202'300 | 205'214 | 205'214 | 116'860 CHF | 118'912 CHF | 100.00% | 100.00% |
09.07.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 224'400 | 224'400 | 222'519 | 222'519 | 130'187 CHF | 132'412 CHF | 99.74% | 99.74% |
08.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 222'700 | 222'700 | 221'964 | 221'964 | 123'652 CHF | 125'872 CHF | 99.99% | 99.99% |
05.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 218'700 | 218'700 | 217'796 | 217'796 | 119'877 CHF | 122'055 CHF | 99.81% | 99.81% |
04.07.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 211'900 | 211'900 | 219'868 | 219'868 | 129'306 CHF | 131'505 CHF | 100.00% | 100.00% |
03.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 210'500 | 210'500 | 206'975 | 206'975 | 121'178 CHF | 123'248 CHF | 100.00% | 100.00% |
02.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 227'700 | 227'700 | 226'973 | 226'973 | 141'446 CHF | 143'716 CHF | 99.42% | 99.42% |