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% | 2.02 CHF | 2.03 CHF | 149'000 | 149'000 | 146'294 | 146'294 | 298'848 CHF | 300'311 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 145'000 | 145'000 | 146'079 | 146'079 | 298'601 CHF | 300'062 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 145'000 | 145'000 | 144'873 | 144'873 | 301'863 CHF | 303'313 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 299'008 CHF | 300'458 CHF | 100.00% | 100.00% |
09.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 301'268 CHF | 302'718 CHF | 100.00% | 100.00% |
08.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 145'000 | 145'000 | 144'921 | 144'921 | 307'245 CHF | 308'695 CHF | 99.99% | 99.99% |
05.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 145'000 | 145'000 | 142'392 | 142'392 | 304'990 CHF | 306'414 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 301'856 CHF | 303'306 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 306'352 CHF | 307'802 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 145'000 | 145'000 | 145'056 | 145'056 | 298'130 CHF | 299'581 CHF | 100.00% | 100.00% |