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 | 0.59% | 1.79 CHF | 1.80 CHF | 290'000 | 290'000 | 163'653 | 163'653 | 288'166 CHF | 289'809 CHF | 95.62% | 95.62% |
12.07.2024 | 0.63% | 1.70 CHF | 1.71 CHF | 300'000 | 300'000 | 164'347 | 164'347 | 269'942 CHF | 271'592 CHF | 99.99% | 99.99% |
11.07.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 300'000 | 300'000 | 163'036 | 163'036 | 275'767 CHF | 277'411 CHF | 100.00% | 100.00% |
10.07.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 300'000 | 300'000 | 163'707 | 163'707 | 272'409 CHF | 274'054 CHF | 99.90% | 99.90% |
09.07.2024 | 0.64% | 1.62 CHF | 1.63 CHF | 300'000 | 300'000 | 164'038 | 164'038 | 265'585 CHF | 267'235 CHF | 99.32% | 99.32% |
08.07.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 310'000 | 310'000 | 172'641 | 172'641 | 273'289 CHF | 275'026 CHF | 100.00% | 100.00% |
05.07.2024 | 0.69% | 1.55 CHF | 1.56 CHF | 310'000 | 310'000 | 174'085 | 174'085 | 261'453 CHF | 263'200 CHF | 99.34% | 99.34% |
04.07.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 160'000 | 160'000 | 143'957 | 143'957 | 212'771 CHF | 214'211 CHF | 99.43% | 99.43% |
03.07.2024 | 0.71% | 1.46 CHF | 1.47 CHF | 320'000 | 320'000 | 174'132 | 174'132 | 252'821 CHF | 254'568 CHF | 98.27% | 98.27% |
02.07.2024 | 0.75% | 1.46 CHF | 1.47 CHF | 320'000 | 320'000 | 175'705 | 175'705 | 244'362 CHF | 246'126 CHF | 99.86% | 99.86% |