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 | 0.38% | 2.63 CHF | 2.64 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 301'774 CHF | 302'920 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 301'069 CHF | 302'214 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 115'000 | 115'000 | 114'465 | 114'465 | 295'424 CHF | 296'569 CHF | 99.74% | 99.74% |
10.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 303'220 CHF | 304'415 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 120'000 | 120'000 | 119'502 | 119'502 | 302'369 CHF | 303'564 CHF | 99.31% | 99.31% |
08.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 120'000 | 120'000 | 119'329 | 119'329 | 305'021 CHF | 306'214 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 120'000 | 120'000 | 119'400 | 119'400 | 304'219 CHF | 305'413 CHF | 99.95% | 99.95% |
04.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120'000 | 120'000 | 119'504 | 119'504 | 303'970 CHF | 305'165 CHF | 99.83% | 99.83% |
03.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 120'000 | 120'000 | 119'504 | 119'504 | 298'385 CHF | 299'580 CHF | 99.74% | 99.74% |
02.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 120'000 | 120'000 | 119'504 | 119'504 | 294'788 CHF | 295'983 CHF | 99.83% | 99.83% |