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 | 5.49% | 0.20 CHF | 0.21 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 25'326 CHF | 26'755 CHF | 100.00% | 100.00% |
12.07.2024 | 5.28% | 0.22 CHF | 0.23 CHF | 140'000 | 140'000 | 141'566 | 141'566 | 26'270 CHF | 27'686 CHF | 100.00% | 100.00% |
11.07.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 140'000 | 140'000 | 139'889 | 139'889 | 28'615 CHF | 30'015 CHF | 99.81% | 99.81% |
10.07.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 140'000 | 140'000 | 137'948 | 137'948 | 32'223 CHF | 33'603 CHF | 100.00% | 100.00% |
09.07.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 140'000 | 140'000 | 136'594 | 136'594 | 33'415 CHF | 34'781 CHF | 99.78% | 99.78% |
08.07.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 36'181 CHF | 37'535 CHF | 100.00% | 100.00% |
05.07.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 136'000 | 136'000 | 135'450 | 135'450 | 34'719 CHF | 36'073 CHF | 99.81% | 99.81% |
04.07.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 136'000 | 136'000 | 137'904 | 137'904 | 32'211 CHF | 33'590 CHF | 100.00% | 100.00% |
03.07.2024 | 4.46% | 0.24 CHF | 0.25 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 30'591 CHF | 31'983 CHF | 100.00% | 100.00% |
02.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 25'813 CHF | 27'247 CHF | 99.99% | 99.99% |