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 | 0.51% | 1.92 CHF | 1.93 CHF | 280'000 | 280'000 | 279'240 | 279'240 | 541'168 CHF | 543'960 CHF | 100.00% | 100.00% |
12.07.2024 | 0.52% | 1.99 CHF | 2.00 CHF | 280'000 | 280'000 | 283'002 | 283'002 | 538'253 CHF | 541'083 CHF | 100.00% | 100.00% |
11.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 290'000 | 290'000 | 288'402 | 288'402 | 530'038 CHF | 532'925 CHF | 100.00% | 100.00% |
10.07.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 523'842 CHF | 526'770 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 300'000 | 300'000 | 292'844 | 292'844 | 523'887 CHF | 526'816 CHF | 99.71% | 99.71% |
08.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 290'000 | 290'000 | 288'795 | 288'795 | 533'319 CHF | 536'207 CHF | 99.29% | 99.29% |
05.07.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 290'000 | 290'000 | 284'905 | 284'905 | 533'986 CHF | 536'835 CHF | 99.98% | 99.98% |
04.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 290'000 | 290'000 | 288'800 | 288'800 | 530'087 CHF | 532'975 CHF | 99.63% | 99.63% |
03.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 290'000 | 290'000 | 290'662 | 290'662 | 527'228 CHF | 530'134 CHF | 100.00% | 100.00% |
02.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 295'000 | 295'000 | 293'783 | 293'783 | 526'514 CHF | 529'452 CHF | 99.99% | 99.99% |