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 | 0.60% | 1.70 CHF | 1.71 CHF | 324'000 | 324'000 | 329'590 | 329'590 | 546'328 CHF | 549'623 CHF | 100.00% | 100.00% |
12.07.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 333'400 | 333'400 | 344'206 | 344'206 | 552'704 CHF | 556'146 CHF | 99.85% | 99.85% |
11.07.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 351'400 | 351'400 | 359'322 | 359'322 | 554'654 CHF | 558'247 CHF | 71.49% | 71.49% |
10.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 369'500 | 369'500 | 373'851 | 373'851 | 534'664 CHF | 538'403 CHF | 99.38% | 99.38% |
09.07.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 376'900 | 376'900 | 369'832 | 369'832 | 527'444 CHF | 531'146 CHF | 100.00% | 100.00% |
08.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 365'900 | 365'900 | 369'315 | 369'315 | 543'292 CHF | 546'985 CHF | 100.00% | 100.00% |
05.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 371'800 | 371'800 | 379'722 | 379'722 | 549'788 CHF | 553'585 CHF | 99.98% | 99.98% |
04.07.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 385'100 | 385'100 | 401'025 | 401'025 | 555'774 CHF | 559'785 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 1.40 CHF | 1.41 CHF | 411'800 | 411'800 | 426'271 | 426'271 | 562'408 CHF | 566'670 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 436'000 | 436'000 | 424'155 | 424'155 | 515'812 CHF | 520'053 CHF | 99.94% | 99.94% |