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 | 0.55% | 1.85 CHF | 1.86 CHF | 390'000 | 390'000 | 384'854 | 384'854 | 703'418 CHF | 707'267 CHF | 100.00% | 100.00% |
12.07.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 684'829 CHF | 688'624 CHF | 100.00% | 100.00% |
11.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 390'000 | 390'000 | 385'154 | 385'154 | 702'459 CHF | 706'313 CHF | 99.99% | 99.99% |
10.07.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 390'000 | 390'000 | 399'253 | 399'253 | 760'540 CHF | 764'533 CHF | 100.00% | 100.00% |
09.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 400'000 | 400'000 | 398'347 | 398'347 | 761'156 CHF | 765'140 CHF | 99.77% | 99.77% |
08.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 722'488 CHF | 726'381 CHF | 99.26% | 99.26% |
05.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 714'763 CHF | 718'650 CHF | 100.00% | 100.00% |
04.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 390'000 | 390'000 | 388'461 | 388'461 | 723'680 CHF | 727'565 CHF | 99.60% | 99.60% |
03.07.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 390'000 | 390'000 | 391'142 | 391'142 | 730'296 CHF | 734'207 CHF | 100.00% | 100.00% |
02.07.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 400'000 | 400'000 | 400'828 | 400'828 | 762'424 CHF | 766'432 CHF | 99.38% | 99.38% |