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 | 0.33% | 2.95 CHF | 2.96 CHF | 120'000 | 120'000 | 116'735 | 116'735 | 348'716 CHF | 349'884 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 349'426 CHF | 350'626 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 120'000 | 120'000 | 119'929 | 119'929 | 342'382 CHF | 343'582 CHF | 99.81% | 99.81% |
10.07.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 333'925 CHF | 335'125 CHF | 99.16% | 99.16% |
09.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 120'000 | 120'000 | 119'848 | 119'848 | 336'612 CHF | 337'812 CHF | 99.76% | 99.76% |
08.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 335'530 CHF | 336'730 CHF | 99.99% | 99.99% |
05.07.2024 | 0.35% | 2.77 CHF | 2.78 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 340'292 CHF | 341'492 CHF | 99.81% | 99.81% |
04.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 340'347 CHF | 341'547 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 337'482 CHF | 338'682 CHF | 99.99% | 99.99% |
02.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 329'811 CHF | 331'011 CHF | 100.00% | 100.00% |