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 | 0.55% | 1.88 CHF | 1.89 CHF | 355'000 | 355'000 | 197'807 | 197'807 | 367'697 CHF | 369'679 CHF | 97.56% | 97.56% |
12.07.2024 | 0.58% | 1.81 CHF | 1.82 CHF | 360'000 | 360'000 | 201'054 | 201'054 | 354'766 CHF | 356'781 CHF | 99.98% | 99.98% |
11.07.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 370'000 | 370'000 | 198'779 | 198'779 | 358'221 CHF | 360'223 CHF | 100.00% | 100.00% |
10.07.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 360'000 | 360'000 | 199'960 | 199'960 | 356'604 CHF | 358'610 CHF | 99.89% | 99.89% |
09.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 365'000 | 365'000 | 201'755 | 201'755 | 352'117 CHF | 354'138 CHF | 99.43% | 99.43% |
08.07.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 370'000 | 370'000 | 204'130 | 204'130 | 350'168 CHF | 352'215 CHF | 100.00% | 100.00% |
05.07.2024 | 0.62% | 1.69 CHF | 1.70 CHF | 370'000 | 370'000 | 206'049 | 206'049 | 340'477 CHF | 342'542 CHF | 99.34% | 99.34% |
04.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 188'000 | 188'000 | 168'917 | 168'917 | 275'261 CHF | 276'950 CHF | 93.44% | 93.44% |
03.07.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 380'000 | 380'000 | 202'360 | 202'360 | 326'476 CHF | 328'502 CHF | 92.25% | 92.25% |
02.07.2024 | 0.65% | 1.62 CHF | 1.63 CHF | 380'000 | 380'000 | 211'335 | 211'335 | 330'323 CHF | 332'440 CHF | 100.00% | 100.00% |