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 | 0.56% | 1.81 CHF | 1.82 CHF | 390'000 | 390'000 | 384'854 | 384'854 | 691'282 CHF | 695'131 CHF | 100.00% | 100.00% |
12.07.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 673'026 CHF | 676'821 CHF | 100.00% | 100.00% |
11.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 390'000 | 390'000 | 385'171 | 385'171 | 690'454 CHF | 694'308 CHF | 100.00% | 100.00% |
10.07.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 390'000 | 390'000 | 399'258 | 399'258 | 747'819 CHF | 751'812 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 746'489 CHF | 750'472 CHF | 99.74% | 99.74% |
08.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 707'873 CHF | 711'766 CHF | 99.30% | 99.30% |
05.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 700'506 CHF | 704'394 CHF | 100.00% | 100.00% |
04.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 709'044 CHF | 712'929 CHF | 99.64% | 99.64% |
03.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 390'000 | 390'000 | 391'141 | 391'141 | 715'556 CHF | 719'468 CHF | 100.00% | 100.00% |
02.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 400'000 | 400'000 | 400'828 | 400'828 | 746'730 CHF | 750'738 CHF | 99.38% | 99.38% |