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 | 0.88% | 1.11 CHF | 1.12 CHF | 467'100 | 467'100 | 457'663 | 457'663 | 519'869 CHF | 524'445 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 1.14 CHF | 1.15 CHF | 451'600 | 451'600 | 435'271 | 435'271 | 512'921 CHF | 517'273 CHF | 99.85% | 99.85% |
11.07.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 424'500 | 424'500 | 413'764 | 413'764 | 509'059 CHF | 513'197 CHF | 71.51% | 71.51% |
10.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 400'200 | 400'200 | 394'776 | 394'776 | 529'166 CHF | 533'113 CHF | 99.38% | 99.38% |
09.07.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 391'200 | 391'200 | 398'196 | 398'196 | 535'629 CHF | 539'615 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 403'600 | 403'600 | 398'928 | 398'928 | 518'237 CHF | 522'227 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 395'900 | 395'900 | 386'420 | 386'420 | 513'583 CHF | 517'447 CHF | 99.99% | 99.99% |
04.07.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 380'100 | 380'100 | 362'558 | 362'558 | 506'776 CHF | 510'401 CHF | 100.00% | 100.00% |
03.07.2024 | 0.67% | 1.38 CHF | 1.39 CHF | 350'800 | 350'800 | 337'047 | 337'047 | 498'778 CHF | 502'148 CHF | 100.00% | 100.00% |
02.07.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 327'800 | 327'800 | 337'553 | 337'553 | 547'479 CHF | 550'855 CHF | 99.96% | 99.96% |