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 | 0.86% | 1.14 CHF | 1.15 CHF | 220'200 | 220'200 | 219'926 | 219'926 | 253'781 CHF | 255'980 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 228'100 | 228'100 | 230'916 | 230'916 | 255'512 CHF | 257'821 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 234'700 | 234'700 | 233'734 | 233'734 | 257'393 CHF | 259'730 CHF | 100.00% | 100.00% |
10.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 238'500 | 238'500 | 237'893 | 237'893 | 257'945 CHF | 260'324 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 1.06 CHF | 1.07 CHF | 230'600 | 230'600 | 226'116 | 226'116 | 251'280 CHF | 253'541 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 221'800 | 221'800 | 217'594 | 217'594 | 256'371 CHF | 258'547 CHF | 100.00% | 100.00% |
05.07.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 224'800 | 224'800 | 224'166 | 224'166 | 265'492 CHF | 267'734 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 226'500 | 226'500 | 225'566 | 225'566 | 253'965 CHF | 256'221 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 235'300 | 235'300 | 234'330 | 234'330 | 261'562 CHF | 263'906 CHF | 100.00% | 100.00% |
02.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 237'600 | 237'600 | 236'265 | 236'265 | 251'038 CHF | 253'401 CHF | 99.99% | 99.99% |