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 | 0.39% | 2.54 CHF | 2.55 CHF | 120'000 | 120'000 | 116'735 | 116'735 | 300'162 CHF | 301'330 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 299'429 CHF | 300'629 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 120'000 | 120'000 | 119'931 | 119'931 | 292'509 CHF | 293'709 CHF | 99.81% | 99.81% |
10.07.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 284'124 CHF | 285'324 CHF | 99.16% | 99.16% |
09.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 120'000 | 120'000 | 119'848 | 119'848 | 286'752 CHF | 287'952 CHF | 99.77% | 99.77% |
08.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 285'630 CHF | 286'830 CHF | 99.99% | 99.99% |
05.07.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 290'366 CHF | 291'566 CHF | 99.80% | 99.80% |
04.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 290'625 CHF | 291'825 CHF | 100.00% | 100.00% |
03.07.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 287'605 CHF | 288'805 CHF | 100.00% | 100.00% |
02.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 279'946 CHF | 281'146 CHF | 100.00% | 100.00% |