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 | 0.46% | 2.21 CHF | 2.22 CHF | 390'000 | 390'000 | 384'852 | 384'852 | 842'380 CHF | 846'228 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 821'776 CHF | 825'572 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 390'000 | 390'000 | 385'168 | 385'168 | 841'263 CHF | 845'118 CHF | 99.99% | 99.99% |
10.07.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 390'000 | 390'000 | 399'254 | 399'254 | 903'901 CHF | 907'894 CHF | 100.00% | 100.00% |
09.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 902'477 CHF | 906'460 CHF | 99.73% | 99.73% |
08.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 860'268 CHF | 864'161 CHF | 99.31% | 99.31% |
05.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 852'968 CHF | 856'856 CHF | 100.00% | 100.00% |
04.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 390'000 | 390'000 | 388'461 | 388'461 | 861'315 CHF | 865'200 CHF | 99.61% | 99.61% |
03.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 390'000 | 390'000 | 391'141 | 391'141 | 868'819 CHF | 872'730 CHF | 100.00% | 100.00% |
02.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 400'000 | 400'000 | 400'829 | 400'829 | 903'337 CHF | 907'345 CHF | 99.37% | 99.37% |