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 | 0.50% | 1.97 CHF | 1.98 CHF | 160'000 | 160'000 | 159'558 | 159'558 | 315'460 CHF | 317'056 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 315'533 CHF | 317'127 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 160'000 | 160'000 | 159'249 | 159'249 | 316'333 CHF | 317'927 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 317'256 CHF | 318'849 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 160'000 | 160'000 | 159'500 | 159'500 | 317'392 CHF | 318'987 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 160'000 | 160'000 | 158'357 | 158'357 | 324'723 CHF | 326'307 CHF | 99.99% | 99.99% |
05.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 156'000 | 156'000 | 155'581 | 155'581 | 324'994 CHF | 326'550 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 327'091 CHF | 328'644 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 156'000 | 156'000 | 155'412 | 155'412 | 322'540 CHF | 324'094 CHF | 99.38% | 99.38% |
02.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 164'000 | 164'000 | 160'986 | 160'986 | 316'802 CHF | 318'412 CHF | 99.99% | 99.99% |