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% | 1.78 CHF | 1.79 CHF | 360'000 | 360'000 | 202'176 | 202'176 | 354'865 CHF | 356'895 CHF | 95.95% | 95.95% |
12.07.2024 | 0.62% | 1.71 CHF | 1.72 CHF | 370'000 | 370'000 | 204'235 | 204'235 | 338'893 CHF | 340'944 CHF | 99.99% | 99.99% |
11.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 380'000 | 380'000 | 203'879 | 203'879 | 346'548 CHF | 348'604 CHF | 100.00% | 100.00% |
10.07.2024 | 0.62% | 1.69 CHF | 1.70 CHF | 370'000 | 370'000 | 204'164 | 204'164 | 342'496 CHF | 344'548 CHF | 99.90% | 99.90% |
09.07.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 370'000 | 370'000 | 204'453 | 204'453 | 335'826 CHF | 337'883 CHF | 99.43% | 99.43% |
08.07.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 380'000 | 380'000 | 205'990 | 205'990 | 331'861 CHF | 333'933 CHF | 100.00% | 100.00% |
05.07.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 380'000 | 380'000 | 212'415 | 212'415 | 328'684 CHF | 330'815 CHF | 99.35% | 99.35% |
04.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 190'000 | 190'000 | 174'316 | 174'316 | 266'530 CHF | 268'273 CHF | 99.49% | 99.49% |
03.07.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 390'000 | 390'000 | 214'168 | 214'168 | 322'698 CHF | 324'848 CHF | 98.12% | 98.12% |
02.07.2024 | 0.71% | 1.51 CHF | 1.52 CHF | 390'000 | 390'000 | 216'121 | 216'121 | 315'160 CHF | 317'330 CHF | 99.99% | 99.99% |