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 | 3.55% | 0.29 CHF | 0.30 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 39'581 CHF | 41'010 CHF | 100.00% | 100.00% |
12.07.2024 | 3.47% | 0.31 CHF | 0.32 CHF | 140'000 | 140'000 | 141'566 | 141'566 | 40'172 CHF | 41'587 CHF | 100.00% | 100.00% |
11.07.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 140'000 | 140'000 | 139'883 | 139'883 | 42'227 CHF | 43'626 CHF | 99.63% | 99.63% |
10.07.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 140'000 | 140'000 | 137'948 | 137'948 | 45'791 CHF | 47'171 CHF | 100.00% | 100.00% |
09.07.2024 | 2.86% | 0.33 CHF | 0.34 CHF | 140'000 | 140'000 | 136'594 | 136'594 | 47'116 CHF | 48'482 CHF | 99.73% | 99.73% |
08.07.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 49'781 CHF | 51'135 CHF | 100.00% | 100.00% |
05.07.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 136'000 | 136'000 | 135'450 | 135'450 | 48'302 CHF | 49'656 CHF | 99.81% | 99.81% |
04.07.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 136'000 | 136'000 | 137'905 | 137'905 | 46'004 CHF | 47'383 CHF | 100.00% | 100.00% |
03.07.2024 | 3.10% | 0.34 CHF | 0.35 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 44'216 CHF | 45'608 CHF | 100.00% | 100.00% |
02.07.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 39'706 CHF | 41'140 CHF | 100.00% | 100.00% |