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 | 0.76% | 1.29 CHF | 1.30 CHF | 280'000 | 280'000 | 279'239 | 279'239 | 364'207 CHF | 367'000 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 1.35 CHF | 1.36 CHF | 280'000 | 280'000 | 283'001 | 283'001 | 358'940 CHF | 361'770 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 290'000 | 290'000 | 288'510 | 288'510 | 347'945 CHF | 350'832 CHF | 99.99% | 99.99% |
10.07.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 339'270 CHF | 342'199 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 300'000 | 300'000 | 292'853 | 292'853 | 339'268 CHF | 342'197 CHF | 99.70% | 99.70% |
08.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 290'000 | 290'000 | 288'795 | 288'795 | 351'432 CHF | 354'320 CHF | 99.28% | 99.28% |
05.07.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 290'000 | 290'000 | 284'906 | 284'906 | 354'301 CHF | 357'150 CHF | 99.99% | 99.99% |
04.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 290'000 | 290'000 | 288'799 | 288'799 | 348'113 CHF | 351'001 CHF | 99.57% | 99.57% |
03.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 290'000 | 290'000 | 290'662 | 290'662 | 344'140 CHF | 347'047 CHF | 100.00% | 100.00% |
02.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 295'000 | 295'000 | 293'783 | 293'783 | 341'936 CHF | 344'874 CHF | 99.98% | 99.98% |