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 | 0.45% | 2.21 CHF | 2.22 CHF | 202'700 | 202'700 | 202'700 | 202'700 | 449'967 CHF | 451'994 CHF | 99.10% | 99.10% |
12.07.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 196'300 | 196'300 | 196'300 | 196'300 | 431'480 CHF | 433'443 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 196'100 | 196'100 | 196'100 | 196'100 | 433'552 CHF | 435'513 CHF | 99.99% | 99.99% |
10.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 185'200 | 185'200 | 185'200 | 185'200 | 421'401 CHF | 423'253 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 195'500 | 195'500 | 195'500 | 195'500 | 453'157 CHF | 455'112 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 196'400 | 196'400 | 196'400 | 196'400 | 424'876 CHF | 426'840 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 202'700 | 202'700 | 202'700 | 202'700 | 447'815 CHF | 449'842 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 189'600 | 189'600 | 189'600 | 189'600 | 412'278 CHF | 414'174 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 174'000 | 174'000 | 174'000 | 174'000 | 397'703 CHF | 399'443 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 184'500 | 184'500 | 184'500 | 184'500 | 451'419 CHF | 453'264 CHF | 99.99% | 99.99% |