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 | 0.59% | 1.68 CHF | 1.69 CHF | 280'000 | 280'000 | 279'238 | 279'238 | 474'389 CHF | 477'182 CHF | 99.99% | 99.99% |
12.07.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 280'000 | 280'000 | 283'001 | 283'001 | 470'762 CHF | 473'592 CHF | 100.00% | 100.00% |
11.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 290'000 | 290'000 | 288'512 | 288'512 | 461'369 CHF | 464'256 CHF | 100.00% | 100.00% |
10.07.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 454'104 CHF | 457'032 CHF | 100.00% | 100.00% |
09.07.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 300'000 | 300'000 | 292'855 | 292'855 | 454'351 CHF | 457'280 CHF | 99.77% | 99.77% |
08.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 290'000 | 290'000 | 288'795 | 288'795 | 464'804 CHF | 467'692 CHF | 99.26% | 99.26% |
05.07.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 290'000 | 290'000 | 284'906 | 284'906 | 466'320 CHF | 469'169 CHF | 100.00% | 100.00% |
04.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 290'000 | 290'000 | 288'799 | 288'799 | 461'481 CHF | 464'369 CHF | 99.54% | 99.54% |
03.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 290'000 | 290'000 | 290'662 | 290'662 | 457'969 CHF | 460'876 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 295'000 | 295'000 | 293'784 | 293'784 | 456'816 CHF | 459'753 CHF | 100.00% | 100.00% |