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 | 0.45% | 2.24 CHF | 2.25 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 256'287 CHF | 257'432 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 255'611 CHF | 256'756 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 115'000 | 115'000 | 114'464 | 114'464 | 250'007 CHF | 251'153 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 256'003 CHF | 257'198 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 255'039 CHF | 256'234 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 257'916 CHF | 259'109 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 257'025 CHF | 258'219 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 256'701 CHF | 257'896 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 251'156 CHF | 252'351 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 247'667 CHF | 248'862 CHF | 100.00% | 100.00% |