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 | 5.03% | 0.21 CHF | 0.22 CHF | 548'600 | 548'600 | 548'600 | 548'600 | 106'383 CHF | 111'869 CHF | 100.00% | 100.00% |
12.07.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 549'900 | 549'900 | 549'900 | 549'900 | 103'763 CHF | 109'262 CHF | 100.00% | 100.00% |
11.07.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 527'800 | 527'800 | 527'800 | 527'800 | 100'214 CHF | 105'492 CHF | 99.99% | 99.99% |
10.07.2024 | 5.03% | 0.20 CHF | 0.21 CHF | 521'600 | 521'600 | 521'600 | 521'600 | 101'165 CHF | 106'381 CHF | 100.00% | 100.00% |
09.07.2024 | 5.05% | 0.20 CHF | 0.21 CHF | 514'300 | 514'300 | 514'300 | 514'300 | 99'331 CHF | 104'474 CHF | 99.73% | 99.73% |
08.07.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 553'100 | 553'100 | 553'100 | 553'100 | 105'494 CHF | 111'025 CHF | 99.32% | 99.32% |
05.07.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 523'000 | 523'000 | 523'000 | 523'000 | 99'785 CHF | 105'015 CHF | 100.00% | 100.00% |
04.07.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 488'900 | 488'900 | 488'900 | 488'900 | 95'297 CHF | 100'186 CHF | 99.61% | 99.61% |
03.07.2024 | 4.56% | 0.21 CHF | 0.22 CHF | 433'200 | 433'200 | 433'922 | 433'922 | 93'015 CHF | 97'354 CHF | 99.99% | 99.99% |
02.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 453'100 | 453'100 | 453'100 | 453'100 | 108'960 CHF | 113'492 CHF | 100.00% | 100.00% |