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% | 2.43 CHF | 2.44 CHF | 160'000 | 160'000 | 159'558 | 159'558 | 387'726 CHF | 389'322 CHF | 100.00% | 100.00% |
12.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 388'081 CHF | 389'674 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 160'000 | 160'000 | 159'254 | 159'254 | 388'933 CHF | 390'527 CHF | 99.99% | 99.99% |
10.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 389'632 CHF | 391'226 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 160'000 | 160'000 | 159'500 | 159'500 | 389'480 CHF | 391'075 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 160'000 | 160'000 | 158'358 | 158'358 | 396'186 CHF | 397'769 CHF | 99.99% | 99.99% |
05.07.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 156'000 | 156'000 | 155'582 | 155'582 | 395'813 CHF | 397'369 CHF | 99.99% | 99.99% |
04.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 397'650 CHF | 399'204 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 156'000 | 156'000 | 155'413 | 155'413 | 393'096 CHF | 394'650 CHF | 99.38% | 99.38% |
02.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 164'000 | 164'000 | 160'986 | 160'986 | 389'370 CHF | 390'980 CHF | 100.00% | 100.00% |