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 | 0.42% | 2.39 CHF | 2.40 CHF | 160'000 | 160'000 | 159'558 | 159'558 | 381'317 CHF | 382'913 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 381'687 CHF | 383'281 CHF | 100.00% | 100.00% |
11.07.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 160'000 | 160'000 | 159'250 | 159'250 | 382'539 CHF | 384'133 CHF | 100.00% | 100.00% |
10.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 383'255 CHF | 384'848 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 160'000 | 160'000 | 159'500 | 159'500 | 383'101 CHF | 384'696 CHF | 100.00% | 100.00% |
08.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 160'000 | 160'000 | 158'357 | 158'357 | 389'871 CHF | 391'454 CHF | 99.99% | 99.99% |
05.07.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 156'000 | 156'000 | 155'582 | 155'582 | 389'180 CHF | 390'736 CHF | 99.99% | 99.99% |
04.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 391'087 CHF | 392'641 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 156'000 | 156'000 | 155'413 | 155'413 | 386'889 CHF | 388'443 CHF | 99.38% | 99.38% |
02.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 164'000 | 164'000 | 160'986 | 160'986 | 382'942 CHF | 384'551 CHF | 100.00% | 100.00% |