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% | 1.72 CHF | 1.73 CHF | 390'000 | 390'000 | 384'854 | 384'854 | 653'440 CHF | 657'289 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 635'655 CHF | 639'451 CHF | 100.00% | 100.00% |
11.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 390'000 | 390'000 | 385'153 | 385'153 | 652'534 CHF | 656'388 CHF | 99.98% | 99.98% |
10.07.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 390'000 | 390'000 | 399'252 | 399'252 | 708'630 CHF | 712'623 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 707'851 CHF | 711'835 CHF | 99.74% | 99.74% |
08.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 670'190 CHF | 674'083 CHF | 99.32% | 99.32% |
05.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 662'790 CHF | 666'677 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 671'290 CHF | 675'175 CHF | 99.63% | 99.63% |
03.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 390'000 | 390'000 | 391'140 | 391'140 | 677'547 CHF | 681'459 CHF | 100.00% | 100.00% |
02.07.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 400'000 | 400'000 | 400'828 | 400'828 | 707'830 CHF | 711'838 CHF | 99.37% | 99.37% |