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 | 301'067 CHF | 302'213 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 300'402 CHF | 301'547 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 115'000 | 115'000 | 114'468 | 114'468 | 294'695 CHF | 295'840 CHF | 100.00% | 100.00% |
10.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 302'569 CHF | 303'764 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 301'612 CHF | 302'807 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 304'344 CHF | 305'537 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 303'544 CHF | 304'738 CHF | 100.00% | 100.00% |
04.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 303'253 CHF | 304'448 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 297'689 CHF | 298'884 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 294'078 CHF | 295'273 CHF | 100.00% | 100.00% |