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 | 15.12% | 0.07 CHF | 0.08 CHF | 599'600 | 599'600 | 601'686 | 601'686 | 36'878 CHF | 42'895 CHF | 100.00% | 100.00% |
12.07.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 130'400 | 130'400 | 131'478 | 131'478 | 44'999 CHF | 46'314 CHF | 100.00% | 100.00% |
11.07.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 138'500 | 138'500 | 139'009 | 139'009 | 44'602 CHF | 45'992 CHF | 99.83% | 99.83% |
10.07.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 144'900 | 144'900 | 145'480 | 145'480 | 41'966 CHF | 43'421 CHF | 100.00% | 100.00% |
09.07.2024 | 3.17% | 0.29 CHF | 0.30 CHF | 136'100 | 136'100 | 134'517 | 134'517 | 41'908 CHF | 43'255 CHF | 99.73% | 99.73% |
08.07.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 130'000 | 130'000 | 129'330 | 129'330 | 42'356 CHF | 43'649 CHF | 100.00% | 100.00% |
05.07.2024 | 2.68% | 0.32 CHF | 0.33 CHF | 121'600 | 121'600 | 120'081 | 120'081 | 44'294 CHF | 45'495 CHF | 99.81% | 99.81% |
04.07.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 129'100 | 129'100 | 129'568 | 129'568 | 44'235 CHF | 45'530 CHF | 100.00% | 100.00% |
03.07.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 136'000 | 136'000 | 136'680 | 136'680 | 43'982 CHF | 45'349 CHF | 100.00% | 100.00% |
02.07.2024 | 3.42% | 0.31 CHF | 0.32 CHF | 140'200 | 140'200 | 141'044 | 141'044 | 40'554 CHF | 41'964 CHF | 100.00% | 100.00% |