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 | 0.82% | 1.23 CHF | 1.24 CHF | 390'000 | 390'000 | 384'853 | 384'853 | 464'948 CHF | 468'796 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 449'501 CHF | 453'296 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 390'000 | 390'000 | 385'156 | 385'156 | 463'859 CHF | 467'713 CHF | 99.99% | 99.99% |
10.07.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 390'000 | 390'000 | 399'253 | 399'253 | 513'312 CHF | 517'304 CHF | 100.00% | 100.00% |
09.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 513'121 CHF | 517'105 CHF | 99.74% | 99.74% |
08.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 480'022 CHF | 483'915 CHF | 99.30% | 99.30% |
05.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 390'000 | 390'000 | 388'725 | 388'725 | 472'558 CHF | 476'445 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 481'304 CHF | 485'189 CHF | 99.64% | 99.64% |
03.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 390'000 | 390'000 | 391'142 | 391'142 | 486'183 CHF | 490'095 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 400'000 | 400'000 | 400'828 | 400'828 | 512'544 CHF | 516'553 CHF | 99.37% | 99.37% |