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 | 0.41% | 2.41 CHF | 2.42 CHF | 125'000 | 125'000 | 124'098 | 124'098 | 302'323 CHF | 303'564 CHF | 100.00% | 100.00% |
12.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 125'000 | 125'000 | 124'275 | 124'275 | 300'915 CHF | 302'158 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 125'000 | 125'000 | 123'904 | 123'904 | 302'083 CHF | 303'323 CHF | 99.98% | 99.98% |
10.07.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 125'000 | 125'000 | 125'353 | 125'353 | 298'790 CHF | 300'043 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 126'000 | 126'000 | 125'813 | 125'813 | 298'510 CHF | 299'768 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 126'000 | 126'000 | 126'255 | 126'255 | 296'621 CHF | 297'883 CHF | 99.70% | 99.70% |
05.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 127'000 | 127'000 | 126'926 | 126'926 | 295'319 CHF | 296'589 CHF | 100.00% | 100.00% |
04.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 126'000 | 126'000 | 126'065 | 126'065 | 297'753 CHF | 299'014 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 127'000 | 127'000 | 126'936 | 126'936 | 295'904 CHF | 297'173 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 126'000 | 126'000 | 125'711 | 125'711 | 297'985 CHF | 299'242 CHF | 100.00% | 100.00% |