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% | 2.75 CHF | 2.76 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 315'210 CHF | 316'355 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 314'572 CHF | 315'717 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 115'000 | 115'000 | 114'467 | 114'467 | 308'819 CHF | 309'965 CHF | 99.99% | 99.99% |
10.07.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 317'247 CHF | 318'441 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 316'357 CHF | 317'553 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 319'049 CHF | 320'243 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 318'230 CHF | 319'424 CHF | 100.00% | 100.00% |
04.07.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 317'956 CHF | 319'151 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 312'335 CHF | 313'530 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 308'719 CHF | 309'914 CHF | 100.00% | 100.00% |