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 | 0.50% | 2.01 CHF | 2.02 CHF | 390'000 | 390'000 | 384'853 | 384'853 | 766'958 CHF | 770'807 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 747'497 CHF | 751'293 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 390'000 | 390'000 | 385'164 | 385'164 | 765'774 CHF | 769'628 CHF | 99.99% | 99.99% |
10.07.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 390'000 | 390'000 | 399'257 | 399'257 | 825'476 CHF | 829'469 CHF | 100.00% | 100.00% |
09.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 824'709 CHF | 828'693 CHF | 99.73% | 99.73% |
08.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 784'431 CHF | 788'325 CHF | 99.32% | 99.32% |
05.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 776'618 CHF | 780'505 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 785'462 CHF | 789'347 CHF | 99.63% | 99.63% |
03.07.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 390'000 | 390'000 | 391'141 | 391'141 | 792'376 CHF | 796'287 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 400'000 | 400'000 | 400'827 | 400'827 | 825'373 CHF | 829'382 CHF | 99.38% | 99.38% |