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 | 0.40% | 2.44 CHF | 2.45 CHF | 120'000 | 120'000 | 116'735 | 116'735 | 289'316 CHF | 290'484 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 288'324 CHF | 289'524 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 120'000 | 120'000 | 119'929 | 119'929 | 281'331 CHF | 282'531 CHF | 99.82% | 99.82% |
10.07.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 272'879 CHF | 274'079 CHF | 99.16% | 99.16% |
09.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 120'000 | 120'000 | 119'848 | 119'848 | 275'550 CHF | 276'750 CHF | 99.74% | 99.74% |
08.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 274'371 CHF | 275'571 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 279'297 CHF | 280'497 CHF | 99.80% | 99.80% |
04.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 279'387 CHF | 280'587 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 276'337 CHF | 277'537 CHF | 99.99% | 99.99% |
02.07.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 268'773 CHF | 269'973 CHF | 99.98% | 99.98% |