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% | 2.64 CHF | 2.65 CHF | 125'000 | 125'000 | 124'098 | 124'098 | 330'972 CHF | 332'213 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 125'000 | 125'000 | 124'275 | 124'275 | 329'638 CHF | 330'881 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 125'000 | 125'000 | 123'908 | 123'908 | 330'735 CHF | 331'975 CHF | 100.00% | 100.00% |
10.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 125'000 | 125'000 | 125'353 | 125'353 | 327'708 CHF | 328'962 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 126'000 | 126'000 | 125'814 | 125'814 | 327'621 CHF | 328'879 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 126'000 | 126'000 | 126'255 | 126'255 | 325'800 CHF | 327'062 CHF | 99.70% | 99.70% |
05.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 127'000 | 127'000 | 126'927 | 126'927 | 324'621 CHF | 325'890 CHF | 100.00% | 100.00% |
04.07.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 126'000 | 126'000 | 126'065 | 126'065 | 326'834 CHF | 328'094 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 127'000 | 127'000 | 126'936 | 126'936 | 325'193 CHF | 326'462 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 126'000 | 126'000 | 125'711 | 125'711 | 326'978 CHF | 328'235 CHF | 99.99% | 99.99% |