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 | 0.31% | 3.30 CHF | 3.31 CHF | 523'700 | 523'700 | 523'700 | 523'700 | 1'671'080 CHF | 1'676'320 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 3.18 CHF | 3.19 CHF | 543'200 | 543'200 | 543'200 | 543'200 | 1'636'230 CHF | 1'641'660 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 3.07 CHF | 3.08 CHF | 508'900 | 508'900 | 508'900 | 508'900 | 1'614'780 CHF | 1'619'870 CHF | 99.85% | 99.85% |
10.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 544'800 | 544'800 | 544'800 | 544'800 | 1'638'710 CHF | 1'644'160 CHF | 100.00% | 100.00% |
09.07.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 547'100 | 547'100 | 547'100 | 547'100 | 1'636'840 CHF | 1'642'310 CHF | 99.99% | 99.99% |
08.07.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 549'200 | 549'200 | 549'200 | 549'200 | 1'604'720 CHF | 1'610'220 CHF | 98.72% | 98.72% |
05.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 568'900 | 568'900 | 568'900 | 568'900 | 1'600'770 CHF | 1'606'460 CHF | 100.00% | 100.00% |
04.07.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 284'500 | 284'500 | 506'737 | 506'737 | 1'431'760 CHF | 1'436'820 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 588'500 | 588'500 | 588'500 | 588'500 | 1'606'290 CHF | 1'612'170 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 613'200 | 613'200 | 613'200 | 613'200 | 1'551'090 CHF | 1'557'230 CHF | 99.98% | 99.98% |