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 | 0.73% | 1.39 CHF | 1.40 CHF | 505'200 | 505'200 | 511'571 | 511'571 | 697'959 CHF | 703'075 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 516'000 | 516'000 | 528'246 | 528'246 | 704'121 CHF | 709'403 CHF | 99.85% | 99.85% |
11.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 536'500 | 536'500 | 545'434 | 545'434 | 705'332 CHF | 710'787 CHF | 71.49% | 71.49% |
10.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 556'800 | 556'800 | 561'687 | 561'687 | 686'308 CHF | 691'925 CHF | 99.38% | 99.38% |
09.07.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 565'100 | 565'100 | 557'165 | 557'165 | 679'057 CHF | 684'635 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 552'900 | 552'900 | 556'734 | 556'734 | 694'123 CHF | 699'690 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 559'500 | 559'500 | 568'321 | 568'321 | 700'756 CHF | 706'439 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 574'300 | 574'300 | 591'842 | 591'842 | 706'325 CHF | 712'244 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 1.21 CHF | 1.22 CHF | 603'600 | 603'600 | 619'267 | 619'267 | 712'585 CHF | 718'778 CHF | 100.00% | 100.00% |
02.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 629'800 | 629'800 | 617'176 | 617'176 | 667'649 CHF | 673'821 CHF | 99.97% | 99.97% |