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 | 0.49% | 2.02 CHF | 2.03 CHF | 160'000 | 160'000 | 159'558 | 159'558 | 323'434 CHF | 325'030 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 323'885 CHF | 325'478 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 160'000 | 160'000 | 159'248 | 159'248 | 324'743 CHF | 326'337 CHF | 99.86% | 99.86% |
10.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 325'580 CHF | 327'173 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 160'000 | 160'000 | 159'499 | 159'499 | 325'311 CHF | 326'906 CHF | 99.83% | 99.83% |
08.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 160'000 | 160'000 | 158'357 | 158'357 | 332'542 CHF | 334'125 CHF | 99.99% | 99.99% |
05.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 156'000 | 156'000 | 155'583 | 155'583 | 333'037 CHF | 334'593 CHF | 99.92% | 99.92% |
04.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 335'025 CHF | 336'579 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 156'000 | 156'000 | 155'413 | 155'413 | 330'511 CHF | 332'065 CHF | 99.38% | 99.38% |
02.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 164'000 | 164'000 | 160'986 | 160'986 | 324'816 CHF | 326'425 CHF | 100.00% | 100.00% |