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 | 0.53% | 1.95 CHF | 1.96 CHF | 360'000 | 360'000 | 201'670 | 201'670 | 388'991 CHF | 391'016 CHF | 96.67% | 96.67% |
12.07.2024 | 0.56% | 1.88 CHF | 1.89 CHF | 370'000 | 370'000 | 204'241 | 204'241 | 374'569 CHF | 376'619 CHF | 99.98% | 99.98% |
11.07.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 380'000 | 380'000 | 203'889 | 203'889 | 381'900 CHF | 383'956 CHF | 99.99% | 99.99% |
10.07.2024 | 0.56% | 1.87 CHF | 1.88 CHF | 370'000 | 370'000 | 204'164 | 204'164 | 378'353 CHF | 380'405 CHF | 99.90% | 99.90% |
09.07.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 370'000 | 370'000 | 204'455 | 204'455 | 371'107 CHF | 373'163 CHF | 99.43% | 99.43% |
08.07.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 380'000 | 380'000 | 205'962 | 205'962 | 367'532 CHF | 369'604 CHF | 100.00% | 100.00% |
05.07.2024 | 0.60% | 1.76 CHF | 1.77 CHF | 380'000 | 380'000 | 212'418 | 212'418 | 365'487 CHF | 367'618 CHF | 99.34% | 99.34% |
04.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 190'000 | 190'000 | 174'264 | 174'264 | 296'178 CHF | 297'921 CHF | 99.27% | 99.27% |
03.07.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 390'000 | 390'000 | 214'613 | 214'613 | 361'029 CHF | 363'183 CHF | 98.38% | 98.38% |
02.07.2024 | 0.63% | 1.69 CHF | 1.70 CHF | 390'000 | 390'000 | 216'209 | 216'209 | 353'055 CHF | 355'226 CHF | 99.83% | 99.83% |