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% | 1.95 CHF | 1.96 CHF | 125'000 | 125'000 | 124'098 | 124'098 | 246'195 CHF | 247'436 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 125'000 | 125'000 | 124'275 | 124'275 | 244'700 CHF | 245'943 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 125'000 | 125'000 | 123'902 | 123'902 | 246'127 CHF | 247'368 CHF | 100.00% | 100.00% |
10.07.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 125'000 | 125'000 | 125'353 | 125'353 | 242'175 CHF | 243'428 CHF | 100.00% | 100.00% |
09.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 126'000 | 126'000 | 125'814 | 125'814 | 241'642 CHF | 242'900 CHF | 100.00% | 100.00% |
08.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 126'000 | 126'000 | 126'254 | 126'254 | 239'581 CHF | 240'843 CHF | 100.00% | 100.00% |
05.07.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 127'000 | 127'000 | 126'927 | 126'927 | 237'977 CHF | 239'246 CHF | 100.00% | 100.00% |
04.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 126'000 | 126'000 | 126'065 | 126'065 | 240'863 CHF | 242'124 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 127'000 | 127'000 | 126'936 | 126'936 | 238'584 CHF | 239'853 CHF | 100.00% | 100.00% |
02.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 126'000 | 126'000 | 125'711 | 125'711 | 241'260 CHF | 242'517 CHF | 100.00% | 100.00% |