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 | 5.88% | 0.18 CHF | 0.19 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 23'617 CHF | 25'045 CHF | 100.00% | 100.00% |
12.07.2024 | 5.72% | 0.20 CHF | 0.21 CHF | 140'000 | 140'000 | 141'565 | 141'565 | 24'220 CHF | 25'635 CHF | 100.00% | 100.00% |
11.07.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 140'000 | 140'000 | 139'892 | 139'892 | 26'597 CHF | 27'997 CHF | 99.68% | 99.68% |
10.07.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 140'000 | 140'000 | 137'948 | 137'948 | 30'301 CHF | 31'681 CHF | 100.00% | 100.00% |
09.07.2024 | 4.25% | 0.22 CHF | 0.23 CHF | 140'000 | 140'000 | 136'593 | 136'593 | 31'477 CHF | 32'843 CHF | 99.73% | 99.73% |
08.07.2024 | 3.86% | 0.24 CHF | 0.25 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 34'407 CHF | 35'761 CHF | 100.00% | 100.00% |
05.07.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 33'145 CHF | 34'499 CHF | 99.81% | 99.81% |
04.07.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 136'000 | 136'000 | 137'904 | 137'904 | 30'615 CHF | 31'995 CHF | 100.00% | 100.00% |
03.07.2024 | 4.76% | 0.23 CHF | 0.24 CHF | 136'000 | 136'000 | 139'183 | 139'183 | 28'617 CHF | 30'008 CHF | 100.00% | 100.00% |
02.07.2024 | 5.87% | 0.17 CHF | 0.18 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 23'755 CHF | 25'189 CHF | 100.00% | 100.00% |