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 | 0.53% | 1.87 CHF | 1.88 CHF | 280'000 | 280'000 | 279'225 | 279'225 | 525'182 CHF | 527'974 CHF | 98.58% | 98.58% |
12.07.2024 | 0.54% | 1.93 CHF | 1.94 CHF | 280'000 | 280'000 | 282'983 | 282'983 | 521'986 CHF | 524'816 CHF | 99.10% | 99.10% |
11.07.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 290'000 | 290'000 | 288'373 | 288'373 | 513'315 CHF | 516'201 CHF | 97.74% | 97.74% |
10.07.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 506'865 CHF | 509'793 CHF | 99.13% | 99.13% |
09.07.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 300'000 | 300'000 | 292'834 | 292'834 | 507'168 CHF | 510'096 CHF | 96.20% | 96.20% |
08.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 290'000 | 290'000 | 288'773 | 288'773 | 516'792 CHF | 519'679 CHF | 97.50% | 97.50% |
05.07.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 290'000 | 290'000 | 284'798 | 284'798 | 517'789 CHF | 520'637 CHF | 96.27% | 96.27% |
04.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 290'000 | 290'000 | 288'779 | 288'779 | 513'551 CHF | 516'439 CHF | 97.96% | 97.96% |
03.07.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 290'000 | 290'000 | 290'641 | 290'641 | 510'285 CHF | 513'191 CHF | 98.50% | 98.50% |
02.07.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 295'000 | 295'000 | 293'752 | 293'752 | 509'544 CHF | 512'482 CHF | 97.47% | 97.47% |