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 | 0.62% | 1.62 CHF | 1.63 CHF | 390'000 | 390'000 | 384'854 | 384'854 | 616'079 CHF | 619'928 CHF | 100.00% | 100.00% |
12.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 598'724 CHF | 602'519 CHF | 100.00% | 100.00% |
11.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 390'000 | 390'000 | 385'159 | 385'159 | 615'001 CHF | 618'855 CHF | 100.00% | 100.00% |
10.07.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 390'000 | 390'000 | 399'256 | 399'256 | 669'478 CHF | 673'470 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 669'142 CHF | 673'126 CHF | 99.73% | 99.73% |
08.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 390'000 | 390'000 | 389'326 | 389'326 | 632'441 CHF | 636'334 CHF | 99.31% | 99.31% |
05.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 624'715 CHF | 628'602 CHF | 100.00% | 100.00% |
04.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 390'000 | 390'000 | 388'461 | 388'461 | 633'637 CHF | 637'521 CHF | 99.57% | 99.57% |
03.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 390'000 | 390'000 | 391'141 | 391'141 | 639'058 CHF | 642'970 CHF | 100.00% | 100.00% |
02.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 400'000 | 400'000 | 400'828 | 400'828 | 668'771 CHF | 672'779 CHF | 99.38% | 99.38% |