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 | 0.43% | 2.34 CHF | 2.35 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 268'170 CHF | 269'315 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 267'601 CHF | 268'746 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 115'000 | 115'000 | 114'473 | 114'473 | 262'016 CHF | 263'162 CHF | 99.99% | 99.99% |
10.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 268'410 CHF | 269'605 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 267'575 CHF | 268'770 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 120'000 | 120'000 | 119'329 | 119'329 | 270'317 CHF | 271'511 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 269'455 CHF | 270'649 CHF | 100.00% | 100.00% |
04.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 269'165 CHF | 270'360 CHF | 100.00% | 100.00% |
03.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 263'586 CHF | 264'781 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 260'120 CHF | 261'315 CHF | 100.00% | 100.00% |