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 | 0.11% | 363.00 CHF | 363.40 CHF | 1'200 | 1'200 | 674 | 674 | 240'329 CHF | 240'599 CHF | 98.36% | 98.36% |
12.07.2024 | 0.13% | 341.00 CHF | 341.40 CHF | 1'300 | 1'300 | 718 | 718 | 234'041 CHF | 234'328 CHF | 99.99% | 99.99% |
11.07.2024 | 0.12% | 313.00 CHF | 313.40 CHF | 1'200 | 1'200 | 670 | 670 | 227'199 CHF | 227'468 CHF | 99.88% | 99.88% |
10.07.2024 | 0.12% | 337.20 CHF | 337.60 CHF | 1'200 | 1'200 | 671 | 671 | 223'254 CHF | 223'524 CHF | 99.89% | 99.89% |
09.07.2024 | 0.13% | 320.80 CHF | 321.20 CHF | 1'300 | 1'300 | 720 | 720 | 231'133 CHF | 231'421 CHF | 99.43% | 99.43% |
08.07.2024 | 0.13% | 312.00 CHF | 312.40 CHF | 1'300 | 1'300 | 718 | 718 | 224'137 CHF | 224'425 CHF | 99.99% | 99.99% |
05.07.2024 | 0.14% | 304.00 CHF | 304.40 CHF | 1'400 | 1'400 | 793 | 793 | 232'625 CHF | 232'943 CHF | 99.34% | 99.34% |
04.07.2024 | 0.14% | 286.20 CHF | 286.60 CHF | 700 | 700 | 647 | 647 | 185'374 CHF | 185'633 CHF | 99.49% | 99.49% |
03.07.2024 | 0.15% | 284.00 CHF | 284.40 CHF | 1'400 | 1'400 | 802 | 802 | 225'545 CHF | 225'866 CHF | 91.09% | 91.09% |
02.07.2024 | 0.15% | 282.00 CHF | 282.40 CHF | 1'500 | 1'500 | 839 | 839 | 224'371 CHF | 224'708 CHF | 99.98% | 99.98% |