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 | 0.40% | 2.49 CHF | 2.50 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 285'129 CHF | 286'274 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 284'516 CHF | 285'662 CHF | 99.97% | 99.97% |
11.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 115'000 | 115'000 | 114'466 | 114'466 | 278'831 CHF | 279'976 CHF | 99.91% | 99.91% |
10.07.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 286'032 CHF | 287'227 CHF | 99.99% | 99.99% |
09.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 120'000 | 120'000 | 119'501 | 119'501 | 285'067 CHF | 286'262 CHF | 99.16% | 99.16% |
08.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 287'891 CHF | 289'084 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 120'000 | 120'000 | 119'400 | 119'400 | 287'043 CHF | 288'237 CHF | 99.86% | 99.86% |
04.07.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 286'720 CHF | 287'915 CHF | 100.00% | 100.00% |
03.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 281'174 CHF | 282'369 CHF | 100.00% | 100.00% |
02.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 120'000 | 120'000 | 119'504 | 119'504 | 277'596 CHF | 278'791 CHF | 99.79% | 99.79% |