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% | 2.25 CHF | 2.26 CHF | 390'000 | 390'000 | 384'852 | 384'852 | 859'328 CHF | 863'177 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 838'471 CHF | 842'267 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 390'000 | 390'000 | 385'164 | 385'164 | 858'043 CHF | 861'897 CHF | 100.00% | 100.00% |
10.07.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 390'000 | 390'000 | 399'253 | 399'253 | 921'205 CHF | 925'197 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 400'000 | 400'000 | 398'347 | 398'347 | 921'878 CHF | 925'862 CHF | 99.77% | 99.77% |
08.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 879'359 CHF | 883'252 CHF | 99.29% | 99.29% |
05.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 390'000 | 390'000 | 388'724 | 388'724 | 871'979 CHF | 875'866 CHF | 100.00% | 100.00% |
04.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 390'000 | 390'000 | 388'461 | 388'461 | 880'442 CHF | 884'326 CHF | 99.57% | 99.57% |
03.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 390'000 | 390'000 | 391'141 | 391'141 | 888'052 CHF | 891'964 CHF | 99.99% | 99.99% |
02.07.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 400'000 | 400'000 | 400'827 | 400'827 | 923'526 CHF | 927'534 CHF | 99.37% | 99.37% |