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 | 0.58% | 1.76 CHF | 1.77 CHF | 355'000 | 355'000 | 197'750 | 197'750 | 344'602 CHF | 346'583 CHF | 97.65% | 97.65% |
12.07.2024 | 0.62% | 1.70 CHF | 1.71 CHF | 360'000 | 360'000 | 201'075 | 201'075 | 331'285 CHF | 333'300 CHF | 99.99% | 99.99% |
11.07.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 370'000 | 370'000 | 198'834 | 198'834 | 335'080 CHF | 337'081 CHF | 100.00% | 100.00% |
10.07.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 360'000 | 360'000 | 199'965 | 199'965 | 333'108 CHF | 335'114 CHF | 99.89% | 99.89% |
09.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 365'000 | 365'000 | 201'761 | 201'761 | 328'867 CHF | 330'888 CHF | 99.43% | 99.43% |
08.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 370'000 | 370'000 | 204'118 | 204'118 | 326'495 CHF | 328'541 CHF | 99.99% | 99.99% |
05.07.2024 | 0.67% | 1.57 CHF | 1.58 CHF | 370'000 | 370'000 | 206'068 | 206'068 | 316'653 CHF | 318'717 CHF | 99.35% | 99.35% |
04.07.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 188'000 | 188'000 | 167'863 | 167'863 | 253'972 CHF | 255'651 CHF | 71.51% | 71.51% |
03.07.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 380'000 | 380'000 | 207'219 | 207'219 | 309'941 CHF | 312'017 CHF | 91.45% | 91.45% |
02.07.2024 | 0.71% | 1.50 CHF | 1.51 CHF | 380'000 | 380'000 | 211'332 | 211'332 | 305'486 CHF | 307'603 CHF | 100.00% | 100.00% |