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% | 2.00 CHF | 2.01 CHF | 215'000 | 215'000 | 214'114 | 214'114 | 427'369 CHF | 429'510 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 430'395 CHF | 432'536 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 215'000 | 215'000 | 213'905 | 213'905 | 425'245 CHF | 427'386 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 215'000 | 215'000 | 214'125 | 214'125 | 424'697 CHF | 426'838 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 220'000 | 220'000 | 216'029 | 216'029 | 423'920 CHF | 426'080 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 430'884 CHF | 433'026 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 428'507 CHF | 430'648 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 425'272 CHF | 427'413 CHF | 100.00% | 100.00% |
03.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 215'000 | 215'000 | 216'960 | 216'960 | 424'621 CHF | 426'791 CHF | 100.00% | 100.00% |
02.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 220'000 | 220'000 | 219'091 | 219'091 | 422'721 CHF | 424'912 CHF | 100.00% | 100.00% |