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 | 0.47% | 2.15 CHF | 2.16 CHF | 390'000 | 390'000 | 384'854 | 384'854 | 820'399 CHF | 824'248 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 799'921 CHF | 803'716 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 390'000 | 390'000 | 385'150 | 385'150 | 819'052 CHF | 822'907 CHF | 99.98% | 99.98% |
10.07.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 390'000 | 390'000 | 399'252 | 399'252 | 880'891 CHF | 884'884 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 400'000 | 400'000 | 398'347 | 398'347 | 881'579 CHF | 885'563 CHF | 99.76% | 99.76% |
08.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 390'000 | 390'000 | 389'326 | 389'326 | 839'990 CHF | 843'883 CHF | 99.30% | 99.30% |
05.07.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 832'592 CHF | 836'479 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 841'114 CHF | 844'999 CHF | 99.64% | 99.64% |
03.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 390'000 | 390'000 | 391'142 | 391'142 | 848'516 CHF | 852'427 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 400'000 | 400'000 | 400'829 | 400'829 | 883'133 CHF | 887'141 CHF | 99.38% | 99.38% |