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 | 0.48% | 2.09 CHF | 2.10 CHF | 160'000 | 160'000 | 159'558 | 159'558 | 333'626 CHF | 335'222 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 334'099 CHF | 335'693 CHF | 99.99% | 99.99% |
11.07.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 160'000 | 160'000 | 159'250 | 159'250 | 335'000 CHF | 336'594 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 335'797 CHF | 337'391 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 160'000 | 160'000 | 159'500 | 159'500 | 335'617 CHF | 337'212 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 160'000 | 160'000 | 158'358 | 158'358 | 342'782 CHF | 344'366 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 156'000 | 156'000 | 155'581 | 155'581 | 343'198 CHF | 344'754 CHF | 100.00% | 100.00% |
04.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 345'158 CHF | 346'711 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 156'000 | 156'000 | 155'413 | 155'413 | 340'632 CHF | 342'186 CHF | 99.38% | 99.38% |
02.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 164'000 | 164'000 | 160'986 | 160'986 | 335'193 CHF | 336'802 CHF | 100.00% | 100.00% |