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 | 0.42% | 2.29 CHF | 2.30 CHF | 385'100 | 385'100 | 385'100 | 385'100 | 916'658 CHF | 920'508 CHF | 99.99% | 99.99% |
12.07.2024 | 0.41% | 2.56 CHF | 2.57 CHF | 418'700 | 418'700 | 418'700 | 418'700 | 1'021'700 CHF | 1'025'880 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 438'900 | 438'900 | 438'900 | 438'900 | 993'613 CHF | 998'002 CHF | 99.99% | 99.99% |
10.07.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 464'900 | 464'900 | 464'900 | 464'900 | 987'076 CHF | 991'724 CHF | 99.99% | 99.99% |
09.07.2024 | 0.47% | 1.99 CHF | 2.00 CHF | 413'000 | 413'000 | 412'545 | 412'545 | 887'684 CHF | 891'814 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 2.35 CHF | 2.36 CHF | 393'700 | 393'700 | 393'700 | 393'700 | 978'381 CHF | 982'318 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 2.43 CHF | 2.44 CHF | 386'100 | 386'100 | 386'100 | 386'100 | 984'401 CHF | 988'262 CHF | 99.64% | 99.64% |
04.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 408'200 | 408'200 | 408'200 | 408'200 | 1'016'500 CHF | 1'020'580 CHF | 99.27% | 99.27% |
03.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 443'100 | 443'100 | 443'100 | 443'100 | 1'042'540 CHF | 1'046'970 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 2.14 CHF | 2.15 CHF | 433'300 | 433'300 | 433'300 | 433'300 | 895'954 CHF | 900'287 CHF | 100.00% | 100.00% |