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 | 0.39% | 2.54 CHF | 2.55 CHF | 160'000 | 160'000 | 159'559 | 159'559 | 406'505 CHF | 408'101 CHF | 100.00% | 100.00% |
12.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 406'792 CHF | 408'386 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 160'000 | 160'000 | 159'248 | 159'248 | 407'502 CHF | 409'096 CHF | 99.99% | 99.99% |
10.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 408'240 CHF | 409'833 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 160'000 | 160'000 | 159'500 | 159'500 | 408'052 CHF | 409'647 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 160'000 | 160'000 | 158'358 | 158'358 | 414'730 CHF | 416'313 CHF | 99.99% | 99.99% |
05.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 156'000 | 156'000 | 155'584 | 155'584 | 413'527 CHF | 415'082 CHF | 99.99% | 99.99% |
04.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 415'808 CHF | 417'361 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 156'000 | 156'000 | 155'413 | 155'413 | 411'288 CHF | 412'842 CHF | 99.38% | 99.38% |
02.07.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 164'000 | 164'000 | 160'985 | 160'985 | 408'116 CHF | 409'726 CHF | 100.00% | 100.00% |