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 | 0.35% | 2.84 CHF | 2.85 CHF | 120'000 | 120'000 | 116'734 | 116'734 | 336'253 CHF | 337'420 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 336'535 CHF | 337'735 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 120'000 | 120'000 | 119'933 | 119'933 | 329'599 CHF | 330'799 CHF | 99.83% | 99.83% |
10.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 321'210 CHF | 322'410 CHF | 99.16% | 99.16% |
09.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 120'000 | 120'000 | 119'849 | 119'849 | 323'759 CHF | 324'959 CHF | 99.77% | 99.77% |
08.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 322'661 CHF | 323'861 CHF | 99.99% | 99.99% |
05.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 327'471 CHF | 328'671 CHF | 99.81% | 99.81% |
04.07.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 327'664 CHF | 328'864 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 324'675 CHF | 325'875 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 316'928 CHF | 318'128 CHF | 100.00% | 100.00% |