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 | 0.37% | 2.66 CHF | 2.67 CHF | 160'000 | 160'000 | 159'558 | 159'558 | 424'701 CHF | 426'297 CHF | 99.99% | 99.99% |
12.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 424'996 CHF | 426'589 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 160'000 | 160'000 | 159'257 | 159'257 | 425'722 CHF | 427'316 CHF | 99.99% | 99.99% |
10.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 426'416 CHF | 428'009 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 160'000 | 160'000 | 159'500 | 159'500 | 426'292 CHF | 427'886 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 160'000 | 160'000 | 158'357 | 158'357 | 432'705 CHF | 434'288 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 156'000 | 156'000 | 155'582 | 155'582 | 431'364 CHF | 432'920 CHF | 99.99% | 99.99% |
04.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 433'170 CHF | 434'724 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 156'000 | 156'000 | 155'413 | 155'413 | 429'003 CHF | 430'557 CHF | 99.38% | 99.38% |
02.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 164'000 | 164'000 | 160'986 | 160'986 | 426'446 CHF | 428'056 CHF | 100.00% | 100.00% |