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 | 0.71% | 1.42 CHF | 1.43 CHF | 390'000 | 390'000 | 384'853 | 384'853 | 540'186 CHF | 544'035 CHF | 100.00% | 100.00% |
12.07.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 523'969 CHF | 527'764 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 390'000 | 390'000 | 385'146 | 385'146 | 539'287 CHF | 543'141 CHF | 99.99% | 99.99% |
10.07.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 390'000 | 390'000 | 399'251 | 399'251 | 591'203 CHF | 595'196 CHF | 100.00% | 100.00% |
09.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 590'864 CHF | 594'848 CHF | 99.74% | 99.74% |
08.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 555'886 CHF | 559'779 CHF | 99.32% | 99.32% |
05.07.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 390'000 | 390'000 | 388'724 | 388'724 | 548'315 CHF | 552'203 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 390'000 | 390'000 | 388'461 | 388'461 | 557'187 CHF | 561'071 CHF | 99.59% | 99.59% |
03.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 390'000 | 390'000 | 391'141 | 391'141 | 562'762 CHF | 566'673 CHF | 100.00% | 100.00% |
02.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 400'000 | 400'000 | 400'830 | 400'830 | 590'483 CHF | 594'491 CHF | 99.38% | 99.38% |