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 | 0.36% | 2.76 CHF | 2.77 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 316'215 CHF | 317'361 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 315'578 CHF | 316'723 CHF | 99.98% | 99.98% |
11.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 115'000 | 115'000 | 114'467 | 114'467 | 309'840 CHF | 310'986 CHF | 99.98% | 99.98% |
10.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 318'324 CHF | 319'518 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 317'401 CHF | 318'596 CHF | 99.88% | 99.88% |
08.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 320'097 CHF | 321'291 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 120'000 | 120'000 | 119'400 | 119'400 | 319'312 CHF | 320'506 CHF | 99.91% | 99.91% |
04.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 319'002 CHF | 320'197 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 313'453 CHF | 314'648 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 309'793 CHF | 310'988 CHF | 99.93% | 99.93% |