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 | 3.16% | 0.31 CHF | 0.32 CHF | 213'700 | 213'700 | 207'689 | 207'689 | 64'784 CHF | 66'861 CHF | 100.00% | 100.00% |
12.07.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 206'000 | 206'000 | 189'767 | 189'767 | 61'602 CHF | 63'499 CHF | 100.00% | 100.00% |
11.07.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 184'800 | 184'800 | 186'584 | 186'584 | 66'807 CHF | 68'673 CHF | 71.57% | 71.57% |
10.07.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 187'500 | 187'500 | 183'959 | 183'959 | 64'829 CHF | 66'668 CHF | 99.38% | 99.38% |
09.07.2024 | 2.58% | 0.33 CHF | 0.34 CHF | 182'900 | 182'900 | 178'422 | 178'422 | 68'511 CHF | 70'297 CHF | 100.00% | 100.00% |
08.07.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 177'300 | 177'300 | 171'920 | 171'920 | 65'743 CHF | 67'462 CHF | 100.00% | 100.00% |
05.07.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 170'200 | 170'200 | 170'505 | 170'505 | 70'674 CHF | 72'379 CHF | 100.00% | 100.00% |
04.07.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 170'600 | 170'600 | 163'676 | 163'676 | 66'094 CHF | 67'730 CHF | 100.00% | 100.00% |
03.07.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 161'500 | 161'500 | 175'034 | 175'034 | 75'164 CHF | 76'914 CHF | 100.00% | 100.00% |
02.07.2024 | 2.70% | 0.40 CHF | 0.41 CHF | 178'600 | 178'600 | 185'802 | 185'802 | 68'024 CHF | 69'882 CHF | 99.96% | 99.96% |