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 | 0.66% | 1.62 CHF | 1.63 CHF | 367'700 | 367'700 | 383'643 | 383'643 | 577'910 CHF | 581'746 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 385'700 | 385'700 | 382'267 | 382'267 | 554'566 CHF | 558'389 CHF | 100.00% | 100.00% |
11.07.2024 | 0.72% | 1.54 CHF | 1.55 CHF | 381'800 | 381'800 | 412'599 | 412'599 | 572'468 CHF | 576'594 CHF | 100.00% | 100.00% |
10.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 416'700 | 416'700 | 438'899 | 438'899 | 577'015 CHF | 581'404 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.20 CHF | 1.21 CHF | 441'900 | 441'900 | 427'836 | 427'836 | 531'087 CHF | 535'370 CHF | 100.00% | 100.00% |
08.07.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 426'600 | 426'600 | 421'336 | 421'336 | 551'658 CHF | 555'872 CHF | 100.00% | 100.00% |
05.07.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 420'800 | 420'800 | 449'144 | 449'144 | 581'084 CHF | 585'575 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 452'600 | 452'600 | 447'926 | 447'926 | 556'604 CHF | 561'083 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 447'300 | 447'300 | 491'381 | 491'381 | 593'406 CHF | 598'320 CHF | 100.00% | 100.00% |
02.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 497'100 | 497'100 | 500'911 | 500'911 | 555'947 CHF | 560'956 CHF | 100.00% | 100.00% |