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% | 2.98 CHF | 2.99 CHF | 120'000 | 120'000 | 116'734 | 116'734 | 352'607 CHF | 353'774 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 353'329 CHF | 354'529 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 120'000 | 120'000 | 119'929 | 119'929 | 346'456 CHF | 347'656 CHF | 99.83% | 99.83% |
10.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 337'944 CHF | 339'144 CHF | 99.16% | 99.16% |
09.07.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 120'000 | 120'000 | 119'847 | 119'847 | 340'495 CHF | 341'695 CHF | 99.73% | 99.73% |
08.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 339'562 CHF | 340'762 CHF | 99.99% | 99.99% |
05.07.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 344'333 CHF | 345'533 CHF | 99.81% | 99.81% |
04.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 344'432 CHF | 345'632 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 341'410 CHF | 342'610 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 333'666 CHF | 334'866 CHF | 100.00% | 100.00% |