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 | 0.73% | 1.32 CHF | 1.33 CHF | 1'015'700 | 1'015'700 | 990'723 | 990'723 | 1'347'430 CHF | 1'357'330 CHF | 99.99% | 99.99% |
12.07.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 987'500 | 987'500 | 992'254 | 992'254 | 1'373'290 CHF | 1'383'210 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 1.35 CHF | 1.36 CHF | 992'900 | 992'900 | 948'326 | 948'326 | 1'343'050 CHF | 1'352'540 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 942'400 | 942'400 | 914'299 | 914'299 | 1'328'810 CHF | 1'337'960 CHF | 100.00% | 100.00% |
09.07.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 910'500 | 910'500 | 924'903 | 924'903 | 1'375'650 CHF | 1'384'910 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 927'900 | 927'900 | 933'800 | 933'800 | 1'355'610 CHF | 1'364'940 CHF | 100.00% | 100.00% |
05.07.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 934'400 | 934'400 | 899'282 | 899'282 | 1'318'600 CHF | 1'327'590 CHF | 100.00% | 100.00% |
04.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 895'000 | 895'000 | 900'027 | 900'027 | 1'348'210 CHF | 1'357'210 CHF | 100.00% | 100.00% |
03.07.2024 | 0.65% | 1.48 CHF | 1.49 CHF | 900'700 | 900'700 | 851'219 | 851'219 | 1'297'090 CHF | 1'305'600 CHF | 100.00% | 100.00% |
02.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 844'800 | 844'800 | 841'077 | 841'077 | 1'333'090 CHF | 1'341'500 CHF | 100.00% | 100.00% |