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 | 2.95% | 0.34 CHF | 0.35 CHF | 189'900 | 189'900 | 189'118 | 189'118 | 63'271 CHF | 65'162 CHF | 100.00% | 100.00% |
12.07.2024 | 2.50% | 0.37 CHF | 0.38 CHF | 150'100 | 150'100 | 152'150 | 152'150 | 60'114 CHF | 61'635 CHF | 100.00% | 100.00% |
11.07.2024 | 2.03% | 0.44 CHF | 0.45 CHF | 128'900 | 128'900 | 128'368 | 128'368 | 62'776 CHF | 64'060 CHF | 99.83% | 99.83% |
10.07.2024 | 1.76% | 0.52 CHF | 0.53 CHF | 101'800 | 101'800 | 103'255 | 103'255 | 58'301 CHF | 59'333 CHF | 100.00% | 100.00% |
09.07.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 118'200 | 118'200 | 117'214 | 117'214 | 70'387 CHF | 71'559 CHF | 99.74% | 99.74% |
08.07.2024 | 1.82% | 0.58 CHF | 0.59 CHF | 120'500 | 120'500 | 120'102 | 120'102 | 65'473 CHF | 66'674 CHF | 99.99% | 99.99% |
05.07.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 116'700 | 116'700 | 116'218 | 116'218 | 61'715 CHF | 62'877 CHF | 99.81% | 99.81% |
04.07.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 110'100 | 110'100 | 114'259 | 114'259 | 69'340 CHF | 70'482 CHF | 100.00% | 100.00% |
03.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 105'000 | 105'000 | 103'238 | 103'238 | 62'159 CHF | 63'192 CHF | 100.00% | 100.00% |
02.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 120'400 | 120'400 | 120'016 | 120'016 | 81'945 CHF | 83'145 CHF | 99.41% | 99.41% |