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 | 3.29% | 0.30 CHF | 0.31 CHF | 131'300 | 131'300 | 131'520 | 131'520 | 39'313 CHF | 40'628 CHF | 100.00% | 100.00% |
12.07.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 128'000 | 128'000 | 127'472 | 127'472 | 40'761 CHF | 42'036 CHF | 100.00% | 100.00% |
11.07.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 126'700 | 126'700 | 127'097 | 127'097 | 38'961 CHF | 40'232 CHF | 100.00% | 100.00% |
10.07.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 127'800 | 127'800 | 127'293 | 127'293 | 41'681 CHF | 42'954 CHF | 100.00% | 100.00% |
09.07.2024 | 2.86% | 0.32 CHF | 0.33 CHF | 108'900 | 108'900 | 108'370 | 108'370 | 37'383 CHF | 38'466 CHF | 100.00% | 100.00% |
08.07.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 95'400 | 95'400 | 95'007 | 95'007 | 37'755 CHF | 38'705 CHF | 100.00% | 100.00% |
05.07.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 117'200 | 117'200 | 118'483 | 118'483 | 50'143 CHF | 51'328 CHF | 99.23% | 99.23% |
04.07.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 196'000 | 196'000 | 197'900 | 197'900 | 64'497 CHF | 66'476 CHF | 99.49% | 99.49% |
03.07.2024 | 5.40% | 0.19 CHF | 0.20 CHF | 253'200 | 253'200 | 254'779 | 254'779 | 45'928 CHF | 48'476 CHF | 99.35% | 99.35% |
02.07.2024 | 6.66% | 0.14 CHF | 0.16 CHF | 243'700 | 243'700 | 242'995 | 242'995 | 35'295 CHF | 37'725 CHF | 100.00% | 100.00% |