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 | 0.40% | 2.59 CHF | 2.60 CHF | 243'000 | 243'000 | 238'789 | 238'789 | 603'097 CHF | 605'487 CHF | 99.27% | 99.27% |
12.07.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 230'000 | 230'000 | 228'687 | 228'687 | 585'006 CHF | 587'295 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 222'000 | 222'000 | 220'199 | 220'199 | 577'432 CHF | 579'636 CHF | 99.88% | 99.88% |
10.07.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 214'000 | 214'000 | 212'385 | 212'385 | 591'111 CHF | 593'237 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 2.81 CHF | 2.82 CHF | 216'000 | 216'000 | 213'244 | 213'244 | 589'001 CHF | 591'135 CHF | 99.93% | 99.93% |
08.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 212'000 | 212'000 | 209'703 | 209'703 | 586'837 CHF | 588'936 CHF | 99.96% | 99.96% |
05.07.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 218'000 | 218'000 | 215'274 | 215'274 | 599'201 CHF | 601'356 CHF | 99.76% | 99.76% |
04.07.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 213'000 | 213'000 | 211'129 | 211'129 | 591'283 CHF | 593'397 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 213'000 | 213'000 | 210'711 | 210'711 | 595'738 CHF | 597'848 CHF | 98.98% | 98.98% |
02.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 216'000 | 216'000 | 215'005 | 215'005 | 624'106 CHF | 626'258 CHF | 100.00% | 100.00% |