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% | 1.57 CHF | 1.58 CHF | 300'000 | 300'000 | 164'933 | 164'933 | 255'245 CHF | 256'901 CHF | 97.02% | 97.02% |
12.07.2024 | 0.72% | 1.49 CHF | 1.50 CHF | 300'000 | 300'000 | 172'853 | 172'853 | 247'076 CHF | 248'812 CHF | 99.99% | 99.99% |
11.07.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 310'000 | 310'000 | 163'585 | 163'585 | 241'746 CHF | 243'395 CHF | 99.98% | 99.98% |
10.07.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 300'000 | 300'000 | 163'704 | 163'704 | 237'534 CHF | 239'179 CHF | 99.90% | 99.90% |
09.07.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 310'000 | 310'000 | 173'543 | 173'543 | 243'973 CHF | 245'719 CHF | 99.43% | 99.43% |
08.07.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 310'000 | 310'000 | 173'283 | 173'283 | 237'573 CHF | 239'316 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 1.33 CHF | 1.34 CHF | 310'000 | 310'000 | 174'695 | 174'695 | 225'485 CHF | 227'238 CHF | 99.35% | 99.35% |
04.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 160'000 | 160'000 | 143'958 | 143'958 | 181'878 CHF | 183'318 CHF | 99.43% | 99.43% |
03.07.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 320'000 | 320'000 | 174'883 | 174'883 | 216'968 CHF | 218'723 CHF | 98.27% | 98.27% |
02.07.2024 | 0.88% | 1.25 CHF | 1.26 CHF | 320'000 | 320'000 | 178'501 | 178'501 | 210'709 CHF | 212'501 CHF | 99.70% | 99.70% |