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 | 0.44% | 2.31 CHF | 2.32 CHF | 390'000 | 390'000 | 384'852 | 384'852 | 879'761 CHF | 883'610 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 858'805 CHF | 862'600 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 390'000 | 390'000 | 385'170 | 385'170 | 878'584 CHF | 882'438 CHF | 100.00% | 100.00% |
10.07.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 390'000 | 390'000 | 399'252 | 399'252 | 942'401 CHF | 946'393 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 941'152 CHF | 945'135 CHF | 99.73% | 99.73% |
08.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 897'897 CHF | 901'790 CHF | 99.32% | 99.32% |
05.07.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 390'000 | 390'000 | 388'724 | 388'724 | 890'509 CHF | 894'397 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 899'050 CHF | 902'935 CHF | 99.66% | 99.66% |
03.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 390'000 | 390'000 | 391'141 | 391'141 | 906'877 CHF | 910'788 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 400'000 | 400'000 | 400'829 | 400'829 | 942'245 CHF | 946'254 CHF | 99.38% | 99.38% |