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 | 0.68% | 1.46 CHF | 1.47 CHF | 234'000 | 234'000 | 234'782 | 234'782 | 343'462 CHF | 345'810 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 235'400 | 235'400 | 238'807 | 238'807 | 347'216 CHF | 349'604 CHF | 100.00% | 100.00% |
11.07.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 241'100 | 241'100 | 241'100 | 241'100 | 346'951 CHF | 349'362 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 241'100 | 241'100 | 240'921 | 240'921 | 342'360 CHF | 344'769 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 240'800 | 240'800 | 237'762 | 237'762 | 338'812 CHF | 341'192 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 236'300 | 236'300 | 239'784 | 239'784 | 348'590 CHF | 350'988 CHF | 100.00% | 100.00% |
05.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 242'200 | 242'200 | 242'860 | 242'860 | 346'158 CHF | 348'586 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 243'400 | 243'400 | 248'310 | 248'310 | 347'867 CHF | 350'350 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 251'700 | 251'700 | 252'417 | 252'417 | 347'206 CHF | 349'730 CHF | 100.00% | 100.00% |
02.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 252'900 | 252'900 | 248'938 | 248'938 | 338'381 CHF | 340'870 CHF | 99.98% | 99.98% |