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 | 0.41% | 2.50 CHF | 2.51 CHF | 214'200 | 214'200 | 214'249 | 214'249 | 518'552 CHF | 520'694 CHF | 99.99% | 99.99% |
12.07.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 214'300 | 214'300 | 211'132 | 211'132 | 513'993 CHF | 516'104 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 2.71 CHF | 2.72 CHF | 208'000 | 208'000 | 208'728 | 208'728 | 535'734 CHF | 537'821 CHF | 99.97% | 99.97% |
10.07.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 209'500 | 209'500 | 208'289 | 208'289 | 523'243 CHF | 525'326 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.41 CHF | 2.42 CHF | 207'000 | 207'000 | 207'612 | 207'606 | 522'791 CHF | 524'851 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 208'200 | 208'200 | 212'040 | 212'040 | 535'118 CHF | 537'239 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 2.58 CHF | 2.59 CHF | 216'100 | 216'100 | 218'573 | 218'573 | 530'684 CHF | 532'870 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 221'200 | 221'200 | 223'337 | 223'337 | 522'444 CHF | 524'677 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 225'600 | 225'600 | 234'722 | 234'662 | 541'234 CHF | 543'446 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 2.16 CHF | 2.17 CHF | 243'900 | 243'900 | 244'651 | 244'651 | 507'608 CHF | 510'054 CHF | 99.99% | 99.99% |