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% | 2.63 CHF | 2.64 CHF | 160'000 | 160'000 | 159'558 | 159'558 | 419'484 CHF | 421'080 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 419'775 CHF | 421'369 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 160'000 | 160'000 | 159'253 | 159'253 | 420'553 CHF | 422'147 CHF | 100.00% | 100.00% |
10.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 421'210 CHF | 422'803 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 160'000 | 160'000 | 159'500 | 159'500 | 421'035 CHF | 422'630 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 160'000 | 160'000 | 158'358 | 158'358 | 427'572 CHF | 429'155 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 156'000 | 156'000 | 155'583 | 155'583 | 426'215 CHF | 427'771 CHF | 100.00% | 100.00% |
04.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 428'139 CHF | 429'693 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 156'000 | 156'000 | 155'413 | 155'413 | 423'608 CHF | 425'162 CHF | 99.38% | 99.38% |
02.07.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 164'000 | 164'000 | 160'986 | 160'986 | 420'849 CHF | 422'458 CHF | 100.00% | 100.00% |