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 | 0.45% | 2.20 CHF | 2.21 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 252'458 CHF | 253'603 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 251'823 CHF | 252'968 CHF | 99.99% | 99.99% |
11.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 115'000 | 115'000 | 114'465 | 114'465 | 246'290 CHF | 247'435 CHF | 99.85% | 99.85% |
10.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 252'021 CHF | 253'216 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 120'000 | 120'000 | 119'503 | 119'503 | 251'169 CHF | 252'364 CHF | 99.48% | 99.48% |
08.07.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 253'974 CHF | 255'167 CHF | 100.00% | 100.00% |
05.07.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 120'000 | 120'000 | 119'400 | 119'400 | 253'125 CHF | 254'319 CHF | 99.97% | 99.97% |
04.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 120'000 | 120'000 | 119'504 | 119'504 | 252'779 CHF | 253'974 CHF | 99.85% | 99.85% |
03.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 247'305 CHF | 248'501 CHF | 99.97% | 99.97% |
02.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 243'791 CHF | 244'986 CHF | 99.90% | 99.90% |