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 | 0.41% | 2.45 CHF | 2.46 CHF | 390'000 | 390'000 | 384'853 | 384'853 | 936'944 CHF | 940'792 CHF | 100.00% | 100.00% |
12.07.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 915'062 CHF | 918'858 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 390'000 | 390'000 | 385'164 | 385'164 | 935'615 CHF | 939'470 CHF | 99.99% | 99.99% |
10.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 390'000 | 390'000 | 399'257 | 399'257 | 1'001'580 CHF | 1'005'570 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 400'000 | 400'000 | 398'347 | 398'347 | 1'001'960 CHF | 1'005'940 CHF | 99.77% | 99.77% |
08.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 957'639 CHF | 961'532 CHF | 99.29% | 99.29% |
05.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 949'874 CHF | 953'761 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 958'256 CHF | 962'140 CHF | 99.63% | 99.63% |
03.07.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 390'000 | 390'000 | 391'141 | 391'141 | 966'389 CHF | 970'300 CHF | 99.99% | 99.99% |
02.07.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 400'000 | 400'000 | 400'827 | 400'827 | 1'003'600 CHF | 1'007'610 CHF | 99.37% | 99.37% |