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 | 0.46% | 2.15 CHF | 2.16 CHF | 160'000 | 160'000 | 159'558 | 159'558 | 343'639 CHF | 345'235 CHF | 99.99% | 99.99% |
12.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 344'079 CHF | 345'672 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 160'000 | 160'000 | 159'247 | 159'247 | 344'847 CHF | 346'441 CHF | 99.99% | 99.99% |
10.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 345'702 CHF | 347'296 CHF | 100.00% | 100.00% |
09.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 160'000 | 160'000 | 159'499 | 159'499 | 345'489 CHF | 347'084 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 160'000 | 160'000 | 158'358 | 158'358 | 352'661 CHF | 354'244 CHF | 99.99% | 99.99% |
05.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 156'000 | 156'000 | 155'583 | 155'583 | 352'512 CHF | 354'067 CHF | 100.00% | 100.00% |
04.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 354'908 CHF | 356'462 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 156'000 | 156'000 | 155'413 | 155'413 | 350'348 CHF | 351'902 CHF | 99.38% | 99.38% |
02.07.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 164'000 | 164'000 | 160'986 | 160'986 | 345'165 CHF | 346'775 CHF | 100.00% | 100.00% |