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 | 0.54% | 1.97 CHF | 1.98 CHF | 375'000 | 375'000 | 387'666 | 387'666 | 721'409 CHF | 725'286 CHF | 100.00% | 100.00% |
12.07.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 389'300 | 389'300 | 386'571 | 386'571 | 697'210 CHF | 701'076 CHF | 100.00% | 100.00% |
11.07.2024 | 0.58% | 1.90 CHF | 1.91 CHF | 386'200 | 386'200 | 410'385 | 410'385 | 712'267 CHF | 716'371 CHF | 100.00% | 100.00% |
10.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 413'600 | 413'600 | 430'778 | 430'778 | 714'228 CHF | 718'536 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 433'100 | 433'100 | 422'236 | 422'236 | 666'685 CHF | 670'912 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 421'400 | 421'400 | 417'406 | 417'406 | 689'203 CHF | 693'377 CHF | 100.00% | 100.00% |
05.07.2024 | 0.61% | 1.71 CHF | 1.72 CHF | 417'000 | 417'000 | 438'837 | 438'837 | 716'759 CHF | 721'147 CHF | 100.00% | 100.00% |
04.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 441'500 | 441'500 | 437'973 | 437'973 | 691'888 CHF | 696'268 CHF | 100.00% | 100.00% |
03.07.2024 | 0.65% | 1.61 CHF | 1.62 CHF | 437'500 | 437'500 | 471'048 | 471'048 | 725'410 CHF | 730'120 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 475'400 | 475'400 | 478'236 | 478'236 | 685'157 CHF | 689'940 CHF | 99.99% | 99.99% |