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 | 0.53% | 1.88 CHF | 1.89 CHF | 215'000 | 215'000 | 214'114 | 214'114 | 402'682 CHF | 404'823 CHF | 100.00% | 100.00% |
12.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 405'790 CHF | 407'931 CHF | 100.00% | 100.00% |
11.07.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 215'000 | 215'000 | 213'990 | 213'990 | 401'042 CHF | 403'183 CHF | 100.00% | 100.00% |
10.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 215'000 | 215'000 | 214'123 | 214'123 | 400'000 CHF | 402'141 CHF | 100.00% | 100.00% |
09.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 220'000 | 220'000 | 216'033 | 216'033 | 399'564 CHF | 401'725 CHF | 100.00% | 100.00% |
08.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 406'205 CHF | 408'346 CHF | 99.99% | 99.99% |
05.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 404'034 CHF | 406'175 CHF | 100.00% | 100.00% |
04.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 400'948 CHF | 403'089 CHF | 100.00% | 100.00% |
03.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 215'000 | 215'000 | 216'963 | 216'963 | 399'602 CHF | 401'772 CHF | 100.00% | 100.00% |
02.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 220'000 | 220'000 | 219'091 | 219'091 | 397'686 CHF | 399'877 CHF | 99.99% | 99.99% |