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 | 1.20% | 2.49 CHF | 2.52 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 185'909 CHF | 188'140 CHF | 100.00% | 100.00% |
12.07.2024 | 1.21% | 2.50 CHF | 2.53 CHF | 75'000 | 75'000 | 74'281 | 74'281 | 185'220 CHF | 187'451 CHF | 97.80% | 97.80% |
11.07.2024 | 1.22% | 2.48 CHF | 2.51 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 183'726 CHF | 185'957 CHF | 100.00% | 100.00% |
10.07.2024 | 1.24% | 2.45 CHF | 2.48 CHF | 75'000 | 75'000 | 74'296 | 74'296 | 180'512 CHF | 182'743 CHF | 100.00% | 100.00% |
09.07.2024 | 1.25% | 2.41 CHF | 2.44 CHF | 75'000 | 75'000 | 74'294 | 74'294 | 178'684 CHF | 180'915 CHF | 99.61% | 99.61% |
08.07.2024 | 1.24% | 2.43 CHF | 2.46 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 180'844 CHF | 183'075 CHF | 100.00% | 100.00% |
05.07.2024 | 1.24% | 2.42 CHF | 2.45 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 180'416 CHF | 182'646 CHF | 100.00% | 100.00% |
04.07.2024 | 1.23% | 2.44 CHF | 2.47 CHF | 75'000 | 75'000 | 74'295 | 74'295 | 181'524 CHF | 183'754 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 2.44 CHF | 2.47 CHF | 75'000 | 75'000 | 74'296 | 74'296 | 179'358 CHF | 181'589 CHF | 99.91% | 99.91% |
02.07.2024 | 1.27% | 2.39 CHF | 2.42 CHF | 75'000 | 75'000 | 74'295 | 74'295 | 175'729 CHF | 177'960 CHF | 99.78% | 99.78% |