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 | 0.39% | 2.58 CHF | 2.59 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 245'314 CHF | 246'264 CHF | 100.00% | 100.00% |
12.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 241'728 CHF | 242'678 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 100'000 | 100'000 | 99'908 | 99'908 | 240'744 CHF | 241'744 CHF | 99.99% | 99.99% |
10.07.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 238'464 CHF | 239'464 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 100'000 | 100'000 | 98'724 | 98'724 | 239'091 CHF | 240'078 CHF | 99.99% | 99.99% |
08.07.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 237'168 CHF | 238'118 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 242'562 CHF | 243'512 CHF | 99.82% | 99.82% |
04.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 242'773 CHF | 243'723 CHF | 99.50% | 99.50% |
03.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 241'859 CHF | 242'809 CHF | 99.36% | 99.36% |
02.07.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 100'000 | 100'000 | 95'700 | 95'700 | 235'964 CHF | 236'921 CHF | 100.00% | 100.00% |