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 | 0.67% | 1.52 CHF | 1.53 CHF | 303'500 | 303'500 | 310'112 | 310'112 | 458'085 CHF | 461'186 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 314'600 | 314'600 | 327'447 | 327'447 | 464'888 CHF | 468'163 CHF | 99.85% | 99.85% |
11.07.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 336'000 | 336'000 | 345'595 | 345'595 | 467'003 CHF | 470'459 CHF | 71.49% | 71.49% |
10.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 357'800 | 357'800 | 363'164 | 363'164 | 446'153 CHF | 449'785 CHF | 99.38% | 99.38% |
09.07.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 366'900 | 366'900 | 358'347 | 358'347 | 438'758 CHF | 442'346 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 353'300 | 353'300 | 357'553 | 357'553 | 455'270 CHF | 458'845 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 360'500 | 360'500 | 370'280 | 370'280 | 462'047 CHF | 465'750 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 376'800 | 376'800 | 396'497 | 396'497 | 468'056 CHF | 472'021 CHF | 100.00% | 100.00% |
03.07.2024 | 0.90% | 1.20 CHF | 1.21 CHF | 409'800 | 409'800 | 427'978 | 427'978 | 475'349 CHF | 479'629 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 440'300 | 440'300 | 425'163 | 425'163 | 426'550 CHF | 430'802 CHF | 99.97% | 99.97% |