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 | 0.76% | 1.32 CHF | 1.33 CHF | 390'000 | 390'000 | 384'854 | 384'854 | 502'512 CHF | 506'361 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 486'885 CHF | 490'681 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 390'000 | 390'000 | 385'149 | 385'149 | 501'784 CHF | 505'638 CHF | 99.99% | 99.99% |
10.07.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 390'000 | 390'000 | 399'253 | 399'253 | 552'712 CHF | 556'705 CHF | 100.00% | 100.00% |
09.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 552'282 CHF | 556'266 CHF | 99.74% | 99.74% |
08.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 390'000 | 390'000 | 389'326 | 389'326 | 518'282 CHF | 522'175 CHF | 99.27% | 99.27% |
05.07.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 510'808 CHF | 514'695 CHF | 99.99% | 99.99% |
04.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 390'000 | 390'000 | 388'461 | 388'461 | 519'391 CHF | 523'276 CHF | 99.55% | 99.55% |
03.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 390'000 | 390'000 | 391'142 | 391'142 | 524'671 CHF | 528'583 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 400'000 | 400'000 | 400'828 | 400'828 | 551'617 CHF | 555'625 CHF | 99.37% | 99.37% |