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 | 0.37% | 2.66 CHF | 2.67 CHF | 120'000 | 120'000 | 116'734 | 116'734 | 314'188 CHF | 315'355 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 313'813 CHF | 315'013 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 120'000 | 120'000 | 119'931 | 119'931 | 307'015 CHF | 308'215 CHF | 99.82% | 99.82% |
10.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 298'462 CHF | 299'662 CHF | 99.16% | 99.16% |
09.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 120'000 | 120'000 | 119'847 | 119'847 | 301'068 CHF | 302'268 CHF | 99.73% | 99.73% |
08.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 300'100 CHF | 301'300 CHF | 99.99% | 99.99% |
05.07.2024 | 0.39% | 2.48 CHF | 2.49 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 304'886 CHF | 306'086 CHF | 99.81% | 99.81% |
04.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 304'997 CHF | 306'197 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 302'078 CHF | 303'278 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 294'279 CHF | 295'479 CHF | 100.00% | 100.00% |