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 | 0.43% | 2.35 CHF | 2.36 CHF | 390'000 | 390'000 | 384'852 | 384'852 | 897'976 CHF | 901'825 CHF | 99.99% | 99.99% |
12.07.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 876'587 CHF | 880'383 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 390'000 | 390'000 | 385'168 | 385'168 | 896'676 CHF | 900'530 CHF | 100.00% | 100.00% |
10.07.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 390'000 | 390'000 | 399'254 | 399'254 | 961'176 CHF | 965'168 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 400'000 | 400'000 | 398'347 | 398'347 | 961'736 CHF | 965'720 CHF | 99.77% | 99.77% |
08.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 918'286 CHF | 922'179 CHF | 99.28% | 99.28% |
05.07.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 910'924 CHF | 914'811 CHF | 100.00% | 100.00% |
04.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 919'348 CHF | 923'233 CHF | 99.62% | 99.62% |
03.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 390'000 | 390'000 | 391'141 | 391'141 | 927'221 CHF | 931'133 CHF | 99.99% | 99.99% |
02.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 400'000 | 400'000 | 400'829 | 400'829 | 963'569 CHF | 967'577 CHF | 99.37% | 99.37% |