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 | 0.41% | 2.45 CHF | 2.46 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 280'800 CHF | 281'946 CHF | 99.98% | 99.98% |
12.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 280'222 CHF | 281'367 CHF | 99.99% | 99.99% |
11.07.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 115'000 | 115'000 | 114'461 | 114'461 | 274'559 CHF | 275'704 CHF | 100.00% | 100.00% |
10.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 281'526 CHF | 282'721 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 280'687 CHF | 281'882 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 283'412 CHF | 284'605 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 282'551 CHF | 283'745 CHF | 100.00% | 100.00% |
04.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 282'267 CHF | 283'462 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 276'679 CHF | 277'874 CHF | 100.00% | 100.00% |
02.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 273'184 CHF | 274'379 CHF | 100.00% | 100.00% |