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 | 0.52% | 2.00 CHF | 2.01 CHF | 290'000 | 290'000 | 162'907 | 162'907 | 322'061 CHF | 323'697 CHF | 96.63% | 96.63% |
12.07.2024 | 0.56% | 1.92 CHF | 1.93 CHF | 290'000 | 290'000 | 162'996 | 162'996 | 302'811 CHF | 304'448 CHF | 99.99% | 99.99% |
11.07.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 300'000 | 300'000 | 162'927 | 162'927 | 310'602 CHF | 312'245 CHF | 99.99% | 99.99% |
10.07.2024 | 0.55% | 1.90 CHF | 1.91 CHF | 290'000 | 290'000 | 161'594 | 161'594 | 303'841 CHF | 305'465 CHF | 99.90% | 99.90% |
09.07.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 300'000 | 300'000 | 163'718 | 163'718 | 300'354 CHF | 302'001 CHF | 99.43% | 99.43% |
08.07.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 300'000 | 300'000 | 164'321 | 164'321 | 295'279 CHF | 296'932 CHF | 100.00% | 100.00% |
05.07.2024 | 0.60% | 1.76 CHF | 1.77 CHF | 300'000 | 300'000 | 172'562 | 172'562 | 296'131 CHF | 297'863 CHF | 99.34% | 99.34% |
04.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 160'000 | 160'000 | 143'928 | 143'928 | 243'176 CHF | 244'615 CHF | 99.25% | 99.25% |
03.07.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 310'000 | 310'000 | 171'967 | 171'967 | 286'506 CHF | 288'233 CHF | 97.55% | 97.55% |
02.07.2024 | 0.65% | 1.67 CHF | 1.68 CHF | 310'000 | 310'000 | 173'868 | 173'868 | 279'203 CHF | 280'948 CHF | 99.85% | 99.85% |