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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 444'100 | 444'100 | 444'100 | 444'100 | 860'252 CHF | 864'693 CHF | 99.93% | 99.93% |
24.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 424'700 | 424'700 | 424'700 | 424'700 | 907'437 CHF | 911'684 CHF | 99.80% | 99.80% |
23.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 420'200 | 420'200 | 420'200 | 420'200 | 950'308 CHF | 954'510 CHF | 100.00% | 100.00% |
22.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 449'200 | 449'200 | 449'200 | 449'200 | 1'010'280 CHF | 1'014'770 CHF | 99.99% | 99.99% |
19.07.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 429'900 | 429'900 | 429'900 | 429'900 | 918'647 CHF | 922'946 CHF | 100.00% | 100.00% |
18.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 408'500 | 408'500 | 408'500 | 408'500 | 922'531 CHF | 926'616 CHF | 99.99% | 99.99% |
17.07.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 425'300 | 425'300 | 423'704 | 423'704 | 971'671 CHF | 975'924 CHF | 99.99% | 99.99% |
16.07.2024 | 0.46% | 2.25 CHF | 2.26 CHF | 420'600 | 420'600 | 420'508 | 420'508 | 918'247 CHF | 922'453 CHF | 100.00% | 100.00% |
15.07.2024 | 0.42% | 2.29 CHF | 2.30 CHF | 399'700 | 399'700 | 399'700 | 399'700 | 961'359 CHF | 965'356 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 424'300 | 424'300 | 424'300 | 424'300 | 996'592 CHF | 1'000'840 CHF | 100.00% | 100.00% |