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 | 0.99% | 1.06 CHF | 1.07 CHF | 403'000 | 403'000 | 396'097 | 396'097 | 402'975 CHF | 406'940 CHF | 97.35% | 97.35% |
12.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 375'000 | 375'000 | 372'742 | 372'742 | 386'910 CHF | 390'642 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 355'000 | 355'000 | 352'027 | 352'027 | 379'366 CHF | 382'890 CHF | 99.71% | 99.71% |
10.07.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 335'000 | 335'000 | 333'151 | 333'151 | 392'754 CHF | 396'089 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 340'000 | 340'000 | 335'198 | 335'198 | 390'677 CHF | 394'033 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 331'000 | 331'000 | 327'042 | 327'042 | 388'830 CHF | 392'104 CHF | 99.72% | 99.72% |
05.07.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 344'000 | 344'000 | 339'302 | 339'302 | 400'221 CHF | 403'617 CHF | 99.76% | 99.76% |
04.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 332'000 | 332'000 | 329'876 | 329'876 | 392'740 CHF | 396'042 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 332'000 | 332'000 | 329'161 | 329'161 | 397'470 CHF | 400'765 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 340'000 | 340'000 | 337'772 | 337'772 | 424'316 CHF | 427'698 CHF | 99.88% | 99.88% |