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 | 0.38% | 2.60 CHF | 2.61 CHF | 149'000 | 149'000 | 146'294 | 146'294 | 383'626 CHF | 385'089 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 145'000 | 145'000 | 146'079 | 146'079 | 383'240 CHF | 384'700 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 145'000 | 145'000 | 144'870 | 144'870 | 385'824 CHF | 387'274 CHF | 100.00% | 100.00% |
10.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 383'050 CHF | 384'500 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 385'257 CHF | 386'707 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 145'000 | 145'000 | 144'921 | 144'921 | 391'263 CHF | 392'713 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 145'000 | 145'000 | 142'392 | 142'392 | 387'356 CHF | 388'780 CHF | 100.00% | 100.00% |
04.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 385'530 CHF | 386'980 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 390'106 CHF | 391'556 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 145'000 | 145'000 | 145'056 | 145'056 | 381'895 CHF | 383'345 CHF | 100.00% | 100.00% |