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 | 0.44% | 2.27 CHF | 2.28 CHF | 160'000 | 160'000 | 159'558 | 159'558 | 362'682 CHF | 364'278 CHF | 99.99% | 99.99% |
12.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 362'639 CHF | 364'233 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 160'000 | 160'000 | 159'257 | 159'257 | 363'541 CHF | 365'135 CHF | 99.96% | 99.96% |
10.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 364'278 CHF | 365'871 CHF | 100.00% | 100.00% |
09.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 160'000 | 160'000 | 159'500 | 159'500 | 364'122 CHF | 365'717 CHF | 100.00% | 100.00% |
08.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 160'000 | 160'000 | 158'358 | 158'358 | 371'043 CHF | 372'626 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 156'000 | 156'000 | 155'582 | 155'582 | 371'054 CHF | 372'610 CHF | 100.00% | 100.00% |
04.07.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 372'931 CHF | 374'485 CHF | 100.00% | 100.00% |
03.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 156'000 | 156'000 | 155'413 | 155'413 | 368'401 CHF | 369'955 CHF | 99.38% | 99.38% |
02.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 164'000 | 164'000 | 160'986 | 160'986 | 363'834 CHF | 365'444 CHF | 100.00% | 100.00% |