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 | 0.39% | 2.50 CHF | 2.51 CHF | 396'300 | 396'300 | 392'092 | 392'092 | 991'804 CHF | 995'725 CHF | 100.00% | 100.00% |
12.07.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 389'500 | 389'500 | 382'116 | 382'116 | 984'638 CHF | 988'460 CHF | 99.85% | 99.85% |
11.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 377'200 | 377'200 | 372'227 | 372'227 | 979'872 CHF | 983'594 CHF | 71.50% | 71.50% |
10.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 365'900 | 365'900 | 363'337 | 363'337 | 998'811 CHF | 1'002'440 CHF | 99.38% | 99.38% |
09.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 361'600 | 361'600 | 364'795 | 364'795 | 1'004'190 CHF | 1'007'840 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 367'700 | 367'700 | 365'424 | 365'424 | 987'360 CHF | 991'014 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 364'100 | 364'100 | 359'480 | 359'480 | 983'956 CHF | 987'551 CHF | 99.99% | 99.99% |
04.07.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 356'500 | 356'500 | 347'879 | 347'879 | 977'101 CHF | 980'580 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 342'100 | 342'100 | 335'044 | 335'044 | 968'776 CHF | 972'126 CHF | 100.00% | 100.00% |
02.07.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 330'400 | 330'400 | 335'485 | 335'485 | 1'015'250 CHF | 1'018'600 CHF | 99.95% | 99.95% |