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 | 0.59% | 1.70 CHF | 1.71 CHF | 162'900 | 162'900 | 163'561 | 163'561 | 278'008 CHF | 279'644 CHF | 99.99% | 99.99% |
12.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 164'100 | 164'100 | 166'969 | 166'969 | 281'431 CHF | 283'101 CHF | 100.00% | 100.00% |
11.07.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 168'900 | 168'900 | 168'840 | 168'840 | 281'183 CHF | 282'872 CHF | 100.00% | 100.00% |
10.07.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 168'900 | 168'900 | 168'721 | 168'721 | 276'684 CHF | 278'372 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 168'700 | 168'700 | 166'104 | 166'104 | 273'142 CHF | 274'805 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 164'700 | 164'700 | 167'704 | 167'704 | 282'801 CHF | 284'478 CHF | 99.99% | 99.99% |
05.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 169'800 | 169'800 | 170'400 | 170'400 | 280'379 CHF | 282'083 CHF | 100.00% | 100.00% |
04.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 170'800 | 170'800 | 174'991 | 174'991 | 281'735 CHF | 283'485 CHF | 100.00% | 100.00% |
03.07.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 177'900 | 177'900 | 178'498 | 178'498 | 281'109 CHF | 282'894 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 178'900 | 178'900 | 175'478 | 175'478 | 272'479 CHF | 274'234 CHF | 100.00% | 100.00% |