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 | 0.54% | 1.90 CHF | 1.91 CHF | 310'000 | 310'000 | 137'953 | 137'953 | 260'481 CHF | 261'863 CHF | 99.99% | 99.99% |
12.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 300'000 | 300'000 | 135'133 | 135'133 | 253'312 CHF | 254'666 CHF | 99.35% | 99.35% |
11.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 305'000 | 305'000 | 136'563 | 136'563 | 257'833 CHF | 259'202 CHF | 99.01% | 99.01% |
10.07.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 310'000 | 310'000 | 136'820 | 136'820 | 260'794 CHF | 262'165 CHF | 99.47% | 99.47% |
09.07.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 300'000 | 300'000 | 138'266 | 138'266 | 260'417 CHF | 261'802 CHF | 94.30% | 94.30% |
08.07.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 305'000 | 305'000 | 133'337 | 133'337 | 247'135 CHF | 248'470 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 295'000 | 295'000 | 131'729 | 131'729 | 243'567 CHF | 244'886 CHF | 99.70% | 99.70% |
04.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 118'000 | 118'000 | 94'260 | 94'260 | 174'533 CHF | 175'476 CHF | 99.81% | 99.81% |
03.07.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 295'000 | 295'000 | 131'112 | 131'112 | 242'904 CHF | 244'217 CHF | 100.00% | 100.00% |
02.07.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 290'000 | 290'000 | 130'214 | 130'214 | 240'454 CHF | 241'759 CHF | 99.99% | 99.99% |