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 | 0.49% | 2.02 CHF | 2.03 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 231'889 CHF | 233'034 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 231'273 CHF | 232'418 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 115'000 | 115'000 | 114'461 | 114'461 | 225'745 CHF | 226'890 CHF | 100.00% | 100.00% |
10.07.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 230'658 CHF | 231'852 CHF | 100.00% | 100.00% |
09.07.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 229'786 CHF | 230'981 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 232'670 CHF | 233'863 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 231'765 CHF | 232'959 CHF | 100.00% | 100.00% |
04.07.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 231'385 CHF | 232'580 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 225'896 CHF | 227'091 CHF | 100.00% | 100.00% |
02.07.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 222'463 CHF | 223'659 CHF | 99.99% | 99.99% |