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 | 1.61% | 0.63 CHF | 0.64 CHF | 390'000 | 390'000 | 384'851 | 384'851 | 237'787 CHF | 241'635 CHF | 99.99% | 99.99% |
12.07.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 225'955 CHF | 229'750 CHF | 100.00% | 100.00% |
11.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 390'000 | 390'000 | 385'133 | 385'133 | 237'308 CHF | 241'162 CHF | 99.99% | 99.99% |
10.07.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 390'000 | 390'000 | 399'252 | 399'252 | 278'696 CHF | 282'689 CHF | 100.00% | 100.00% |
09.07.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 279'334 CHF | 283'318 CHF | 99.73% | 99.73% |
08.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 251'555 CHF | 255'448 CHF | 99.32% | 99.32% |
05.07.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 390'000 | 390'000 | 388'725 | 388'725 | 243'937 CHF | 247'824 CHF | 100.00% | 100.00% |
04.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 253'316 CHF | 257'201 CHF | 99.63% | 99.63% |
03.07.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 390'000 | 390'000 | 391'140 | 391'140 | 256'561 CHF | 260'472 CHF | 100.00% | 100.00% |
02.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 400'000 | 400'000 | 400'828 | 400'828 | 277'657 CHF | 281'665 CHF | 99.38% | 99.38% |