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 | 0.49% | 2.05 CHF | 2.06 CHF | 390'000 | 390'000 | 384'854 | 384'854 | 781'272 CHF | 785'121 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 761'379 CHF | 765'174 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 390'000 | 390'000 | 385'164 | 385'164 | 780'089 CHF | 783'943 CHF | 99.99% | 99.99% |
10.07.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 390'000 | 390'000 | 399'253 | 399'253 | 840'636 CHF | 844'628 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 400'000 | 400'000 | 398'347 | 398'347 | 841'296 CHF | 845'279 CHF | 99.77% | 99.77% |
08.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 390'000 | 390'000 | 389'326 | 389'326 | 800'576 CHF | 804'470 CHF | 99.28% | 99.28% |
05.07.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 793'050 CHF | 796'937 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 390'000 | 390'000 | 388'460 | 388'460 | 801'827 CHF | 805'711 CHF | 99.54% | 99.54% |
03.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 390'000 | 390'000 | 391'142 | 391'142 | 809'016 CHF | 812'928 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 400'000 | 400'000 | 400'830 | 400'830 | 842'781 CHF | 846'790 CHF | 99.38% | 99.38% |