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 | 0.64% | 1.60 CHF | 1.61 CHF | 310'000 | 310'000 | 137'941 | 137'941 | 220'121 CHF | 221'502 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 300'000 | 300'000 | 136'213 | 136'213 | 215'497 CHF | 216'862 CHF | 99.99% | 99.99% |
11.07.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 305'000 | 305'000 | 137'230 | 137'230 | 219'152 CHF | 220'527 CHF | 99.82% | 99.82% |
10.07.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 310'000 | 310'000 | 137'728 | 137'728 | 221'854 CHF | 223'234 CHF | 100.00% | 100.00% |
09.07.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 300'000 | 300'000 | 136'292 | 136'292 | 216'438 CHF | 217'803 CHF | 99.73% | 99.73% |
08.07.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 305'000 | 305'000 | 133'338 | 133'338 | 208'184 CHF | 209'520 CHF | 100.00% | 100.00% |
05.07.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 295'000 | 295'000 | 131'730 | 131'730 | 204'799 CHF | 206'119 CHF | 99.70% | 99.70% |
04.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 118'000 | 118'000 | 94'275 | 94'275 | 147'054 CHF | 147'996 CHF | 99.81% | 99.81% |
03.07.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 295'000 | 295'000 | 131'108 | 131'108 | 203'928 CHF | 205'241 CHF | 100.00% | 100.00% |
02.07.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 290'000 | 290'000 | 130'228 | 130'228 | 201'838 CHF | 203'142 CHF | 100.00% | 100.00% |