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 | 0.42% | 2.36 CHF | 2.37 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 270'300 CHF | 271'445 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 269'739 CHF | 270'884 CHF | 99.98% | 99.98% |
11.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 115'000 | 115'000 | 114'471 | 114'471 | 264'087 CHF | 265'232 CHF | 99.99% | 99.99% |
10.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 270'646 CHF | 271'840 CHF | 100.00% | 100.00% |
09.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 269'783 CHF | 270'978 CHF | 99.94% | 99.94% |
08.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 272'567 CHF | 273'760 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 120'000 | 120'000 | 119'400 | 119'400 | 271'681 CHF | 272'875 CHF | 99.91% | 99.91% |
04.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 271'369 CHF | 272'564 CHF | 100.00% | 100.00% |
03.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 265'791 CHF | 266'986 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 120'000 | 120'000 | 119'503 | 119'503 | 262'303 CHF | 263'498 CHF | 99.66% | 99.66% |