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 | 0.36% | 2.77 CHF | 2.78 CHF | 120'000 | 120'000 | 116'735 | 116'735 | 327'030 CHF | 328'197 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 2.79 CHF | 2.80 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 327'013 CHF | 328'213 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120'000 | 120'000 | 119'931 | 119'931 | 320'077 CHF | 321'277 CHF | 99.81% | 99.81% |
10.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 311'662 CHF | 312'862 CHF | 99.16% | 99.16% |
09.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 120'000 | 120'000 | 119'848 | 119'848 | 314'254 CHF | 315'454 CHF | 99.73% | 99.73% |
08.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 313'162 CHF | 314'362 CHF | 99.99% | 99.99% |
05.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 317'933 CHF | 319'133 CHF | 99.81% | 99.81% |
04.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 318'197 CHF | 319'397 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 315'154 CHF | 316'354 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 307'479 CHF | 308'679 CHF | 100.00% | 100.00% |