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 | 0.48% | 2.11 CHF | 2.12 CHF | 390'000 | 390'000 | 384'853 | 384'853 | 804'983 CHF | 808'831 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 784'799 CHF | 788'594 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 390'000 | 390'000 | 385'157 | 385'157 | 803'668 CHF | 807'522 CHF | 99.99% | 99.99% |
10.07.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 390'000 | 390'000 | 399'257 | 399'257 | 864'506 CHF | 868'498 CHF | 100.00% | 100.00% |
09.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 863'450 CHF | 867'433 CHF | 99.74% | 99.74% |
08.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 390'000 | 390'000 | 389'326 | 389'326 | 822'098 CHF | 825'991 CHF | 99.27% | 99.27% |
05.07.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 814'656 CHF | 818'543 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 390'000 | 390'000 | 388'461 | 388'461 | 823'187 CHF | 827'072 CHF | 99.61% | 99.61% |
03.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 390'000 | 390'000 | 391'141 | 391'141 | 830'416 CHF | 834'327 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 400'000 | 400'000 | 400'828 | 400'828 | 864'067 CHF | 868'075 CHF | 99.38% | 99.38% |