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 | 0.47% | 2.13 CHF | 2.14 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 243'951 CHF | 245'096 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 243'425 CHF | 244'570 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 115'000 | 115'000 | 114'466 | 114'466 | 237'845 CHF | 238'991 CHF | 99.99% | 99.99% |
10.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 243'284 CHF | 244'479 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 242'446 CHF | 243'641 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 245'250 CHF | 246'443 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 244'351 CHF | 245'545 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 244'038 CHF | 245'233 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 238'465 CHF | 239'660 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 235'073 CHF | 236'268 CHF | 100.00% | 100.00% |