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% | 2.18 CHF | 2.19 CHF | 125'000 | 125'000 | 124'098 | 124'098 | 274'300 CHF | 275'541 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 125'000 | 125'000 | 124'275 | 124'275 | 272'999 CHF | 274'241 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 125'000 | 125'000 | 123'900 | 123'900 | 274'250 CHF | 275'490 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 125'000 | 125'000 | 125'353 | 125'353 | 270'655 CHF | 271'909 CHF | 100.00% | 100.00% |
09.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 126'000 | 126'000 | 125'814 | 125'814 | 270'223 CHF | 271'481 CHF | 99.87% | 99.87% |
08.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 126'000 | 126'000 | 126'255 | 126'255 | 268'276 CHF | 269'539 CHF | 99.69% | 99.69% |
05.07.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 127'000 | 127'000 | 126'927 | 126'927 | 266'816 CHF | 268'085 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 126'000 | 126'000 | 126'065 | 126'065 | 269'382 CHF | 270'643 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 127'000 | 127'000 | 126'936 | 126'936 | 267'429 CHF | 268'698 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 126'000 | 126'000 | 125'710 | 125'710 | 269'802 CHF | 271'059 CHF | 100.00% | 100.00% |