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% | 1.55 CHF | 1.56 CHF | 261'300 | 261'300 | 116'846 | 116'846 | 180'949 CHF | 182'121 CHF | 99.97% | 99.97% |
12.07.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 259'000 | 259'000 | 115'946 | 115'946 | 180'163 CHF | 181'325 CHF | 99.99% | 99.99% |
11.07.2024 | 0.60% | 1.58 CHF | 1.59 CHF | 239'900 | 239'900 | 104'894 | 104'894 | 176'977 CHF | 178'032 CHF | 99.98% | 99.98% |
10.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 235'800 | 235'800 | 105'093 | 105'093 | 180'628 CHF | 181'681 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 235'900 | 235'900 | 105'578 | 105'578 | 182'498 CHF | 183'555 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 233'000 | 233'000 | 104'249 | 104'249 | 180'488 CHF | 181'533 CHF | 100.00% | 100.00% |
05.07.2024 | 0.60% | 1.73 CHF | 1.74 CHF | 241'200 | 241'200 | 107'493 | 107'493 | 183'334 CHF | 184'411 CHF | 99.81% | 99.81% |
04.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 96'500 | 96'500 | 77'310 | 77'310 | 130'358 CHF | 131'131 CHF | 98.30% | 98.30% |
03.07.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 232'200 | 232'200 | 103'245 | 103'245 | 178'283 CHF | 179'318 CHF | 100.00% | 100.00% |
02.07.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 241'900 | 241'900 | 107'935 | 107'935 | 178'463 CHF | 179'544 CHF | 99.99% | 99.99% |