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 | 0.86% | 1.15 CHF | 1.16 CHF | 387'800 | 387'800 | 387'800 | 387'800 | 448'203 CHF | 452'081 CHF | 99.10% | 99.10% |
12.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 375'600 | 375'600 | 375'600 | 375'600 | 429'562 CHF | 433'318 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 375'200 | 375'200 | 375'200 | 375'200 | 431'650 CHF | 435'402 CHF | 99.98% | 99.98% |
10.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 354'400 | 354'400 | 354'400 | 354'400 | 419'601 CHF | 423'145 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 374'100 | 374'100 | 374'100 | 374'100 | 451'293 CHF | 455'034 CHF | 100.00% | 100.00% |
08.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 375'800 | 375'800 | 375'800 | 375'800 | 423'102 CHF | 426'860 CHF | 100.00% | 100.00% |
05.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 387'900 | 387'900 | 387'900 | 387'900 | 446'035 CHF | 449'914 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 362'700 | 362'700 | 362'700 | 362'700 | 410'356 CHF | 413'983 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 333'000 | 333'000 | 333'000 | 333'000 | 396'040 CHF | 399'370 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 353'000 | 353'000 | 353'000 | 353'000 | 449'563 CHF | 453'093 CHF | 100.00% | 100.00% |