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 | 0.98% | 1.03 CHF | 1.04 CHF | 390'000 | 390'000 | 384'853 | 384'853 | 389'700 CHF | 393'548 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 375'637 CHF | 379'433 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 390'000 | 390'000 | 385'157 | 385'157 | 388'973 CHF | 392'827 CHF | 100.00% | 100.00% |
10.07.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 390'000 | 390'000 | 399'253 | 399'253 | 435'658 CHF | 439'651 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 435'698 CHF | 439'682 CHF | 99.73% | 99.73% |
08.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 404'406 CHF | 408'299 CHF | 99.32% | 99.32% |
05.07.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 390'000 | 390'000 | 388'725 | 388'725 | 396'692 CHF | 400'579 CHF | 100.00% | 100.00% |
04.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 405'682 CHF | 409'566 CHF | 99.65% | 99.65% |
03.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 390'000 | 390'000 | 391'142 | 391'142 | 410'272 CHF | 414'184 CHF | 100.00% | 100.00% |
02.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 400'000 | 400'000 | 400'829 | 400'829 | 434'642 CHF | 438'650 CHF | 99.38% | 99.38% |