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 | 0.60% | 2.60 CHF | 2.61 CHF | 240'000 | 240'000 | 107'275 | 107'275 | 277'386 CHF | 278'780 CHF | 99.99% | 99.99% |
12.07.2024 | 0.61% | 2.61 CHF | 2.62 CHF | 240'000 | 240'000 | 107'375 | 107'375 | 275'832 CHF | 277'227 CHF | 100.00% | 100.00% |
11.07.2024 | 0.62% | 2.52 CHF | 2.53 CHF | 240'000 | 240'000 | 106'902 | 106'902 | 268'633 CHF | 270'027 CHF | 99.99% | 99.99% |
10.07.2024 | 0.63% | 2.48 CHF | 2.49 CHF | 240'000 | 240'000 | 107'361 | 107'361 | 265'841 CHF | 267'235 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 2.48 CHF | 2.49 CHF | 240'000 | 240'000 | 107'366 | 107'366 | 266'836 CHF | 268'230 CHF | 100.00% | 100.00% |
08.07.2024 | 0.61% | 2.51 CHF | 2.52 CHF | 240'000 | 240'000 | 107'376 | 107'376 | 271'023 CHF | 272'417 CHF | 100.00% | 100.00% |
05.07.2024 | 0.61% | 2.53 CHF | 2.54 CHF | 240'000 | 240'000 | 107'074 | 107'074 | 271'397 CHF | 272'790 CHF | 99.71% | 99.71% |
04.07.2024 | 0.60% | 2.55 CHF | 2.56 CHF | 96'000 | 96'000 | 76'588 | 76'588 | 195'971 CHF | 197'059 CHF | 98.81% | 98.81% |
03.07.2024 | 0.60% | 2.60 CHF | 2.61 CHF | 230'000 | 230'000 | 104'407 | 104'407 | 270'096 CHF | 271'448 CHF | 99.36% | 99.36% |
02.07.2024 | 0.59% | 2.59 CHF | 2.60 CHF | 230'000 | 230'000 | 103'114 | 103'114 | 268'276 CHF | 269'618 CHF | 99.99% | 99.99% |