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 | 0.45% | 2.20 CHF | 2.21 CHF | 160'000 | 160'000 | 159'558 | 159'558 | 352'030 CHF | 353'626 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 352'450 CHF | 354'043 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 160'000 | 160'000 | 159'247 | 159'247 | 353'186 CHF | 354'780 CHF | 99.99% | 99.99% |
10.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 354'042 CHF | 355'635 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 160'000 | 160'000 | 159'500 | 159'500 | 353'814 CHF | 355'409 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 160'000 | 160'000 | 158'358 | 158'358 | 360'922 CHF | 362'506 CHF | 99.99% | 99.99% |
05.07.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 156'000 | 156'000 | 155'581 | 155'581 | 360'562 CHF | 362'118 CHF | 99.99% | 99.99% |
04.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 362'942 CHF | 364'495 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 156'000 | 156'000 | 155'413 | 155'413 | 358'414 CHF | 359'968 CHF | 99.38% | 99.38% |
02.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 164'000 | 164'000 | 160'986 | 160'986 | 353'496 CHF | 355'106 CHF | 100.00% | 100.00% |