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 | 0.57% | 1.76 CHF | 1.77 CHF | 235'000 | 235'000 | 234'826 | 234'826 | 412'660 CHF | 415'008 CHF | 100.00% | 100.00% |
12.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 235'000 | 235'000 | 236'277 | 236'277 | 414'912 CHF | 417'275 CHF | 100.00% | 100.00% |
11.07.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 240'000 | 240'000 | 238'779 | 238'779 | 423'232 CHF | 425'622 CHF | 100.00% | 100.00% |
10.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 240'000 | 240'000 | 241'798 | 241'798 | 433'940 CHF | 436'358 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 425'956 CHF | 428'350 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 423'087 CHF | 425'477 CHF | 100.00% | 100.00% |
05.07.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 240'000 | 240'000 | 238'561 | 238'561 | 419'305 CHF | 421'691 CHF | 99.81% | 99.81% |
04.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 240'000 | 240'000 | 238'845 | 238'845 | 420'609 CHF | 422'997 CHF | 99.49% | 99.49% |
03.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 240'000 | 240'000 | 239'004 | 239'004 | 424'126 CHF | 426'516 CHF | 99.35% | 99.35% |
02.07.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 245'000 | 245'000 | 243'987 | 243'987 | 439'596 CHF | 442'036 CHF | 100.00% | 100.00% |