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 | 0.66% | 1.52 CHF | 1.53 CHF | 390'000 | 390'000 | 384'856 | 384'856 | 577'829 CHF | 581'678 CHF | 100.00% | 100.00% |
12.07.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 561'015 CHF | 564'810 CHF | 100.00% | 100.00% |
11.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 390'000 | 390'000 | 385'164 | 385'164 | 576'779 CHF | 580'633 CHF | 100.00% | 100.00% |
10.07.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 390'000 | 390'000 | 399'257 | 399'257 | 629'910 CHF | 633'903 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 629'649 CHF | 633'632 CHF | 99.73% | 99.73% |
08.07.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 390'000 | 390'000 | 389'326 | 389'326 | 593'854 CHF | 597'747 CHF | 99.31% | 99.31% |
05.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 586'050 CHF | 589'937 CHF | 100.00% | 100.00% |
04.07.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 595'090 CHF | 598'975 CHF | 99.65% | 99.65% |
03.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 390'000 | 390'000 | 391'140 | 391'140 | 600'730 CHF | 604'641 CHF | 100.00% | 100.00% |
02.07.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 400'000 | 400'000 | 400'829 | 400'829 | 629'453 CHF | 633'462 CHF | 99.38% | 99.38% |