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 | 0.74% | 1.31 CHF | 1.32 CHF | 327'200 | 327'200 | 319'025 | 319'025 | 431'888 CHF | 435'079 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 1.36 CHF | 1.37 CHF | 313'700 | 313'700 | 299'713 | 299'713 | 424'629 CHF | 427'626 CHF | 99.85% | 99.85% |
11.07.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 290'400 | 290'400 | 281'335 | 281'335 | 420'643 CHF | 423'456 CHF | 71.50% | 71.50% |
10.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 269'800 | 269'800 | 265'330 | 265'330 | 441'631 CHF | 444'285 CHF | 99.38% | 99.38% |
09.07.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 262'300 | 262'300 | 268'180 | 268'180 | 448'339 CHF | 451'024 CHF | 100.00% | 100.00% |
08.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 272'600 | 272'600 | 268'707 | 268'707 | 430'388 CHF | 433'075 CHF | 99.99% | 99.99% |
05.07.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 266'200 | 266'200 | 258'276 | 258'276 | 425'444 CHF | 428'026 CHF | 99.99% | 99.99% |
04.07.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 253'000 | 253'000 | 238'512 | 238'512 | 418'379 CHF | 420'764 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 1.72 CHF | 1.73 CHF | 228'900 | 228'900 | 217'778 | 217'778 | 410'055 CHF | 412'233 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 2.04 CHF | 2.05 CHF | 210'300 | 210'300 | 218'018 | 218'018 | 460'649 CHF | 462'829 CHF | 99.97% | 99.97% |