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 | 0.66% | 1.50 CHF | 1.51 CHF | 280'000 | 280'000 | 279'238 | 279'238 | 421'960 CHF | 424'753 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 1.56 CHF | 1.57 CHF | 280'000 | 280'000 | 283'001 | 283'001 | 417'440 CHF | 420'270 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 290'000 | 290'000 | 288'504 | 288'504 | 407'252 CHF | 410'138 CHF | 99.97% | 99.97% |
10.07.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 399'371 CHF | 402'299 CHF | 100.00% | 100.00% |
09.07.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 300'000 | 300'000 | 292'855 | 292'855 | 399'369 CHF | 402'298 CHF | 99.76% | 99.76% |
08.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 290'000 | 290'000 | 288'795 | 288'795 | 410'694 CHF | 413'582 CHF | 99.27% | 99.27% |
05.07.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 290'000 | 290'000 | 284'906 | 284'906 | 412'967 CHF | 415'816 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 290'000 | 290'000 | 288'799 | 288'799 | 407'603 CHF | 410'491 CHF | 99.54% | 99.54% |
03.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 290'000 | 290'000 | 290'662 | 290'662 | 403'607 CHF | 406'514 CHF | 100.00% | 100.00% |
02.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 295'000 | 295'000 | 293'783 | 293'783 | 401'974 CHF | 404'912 CHF | 100.00% | 100.00% |