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 | 0.40% | 2.46 CHF | 2.47 CHF | 149'000 | 149'000 | 146'295 | 146'295 | 363'964 CHF | 365'427 CHF | 99.99% | 99.99% |
12.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 145'000 | 145'000 | 146'079 | 146'079 | 364'027 CHF | 365'488 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 145'000 | 145'000 | 144'874 | 144'874 | 366'758 CHF | 368'208 CHF | 100.00% | 100.00% |
10.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 364'063 CHF | 365'513 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 366'199 CHF | 367'649 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 145'000 | 145'000 | 144'921 | 144'921 | 372'280 CHF | 373'729 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 145'000 | 145'000 | 142'392 | 142'392 | 368'610 CHF | 370'034 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 366'367 CHF | 367'817 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 371'040 CHF | 372'490 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 145'000 | 145'000 | 145'056 | 145'056 | 362'671 CHF | 364'122 CHF | 99.98% | 99.98% |