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 | 3.82% | 0.26 CHF | 0.27 CHF | 146'000 | 146'000 | 139'725 | 139'725 | 35'996 CHF | 37'393 CHF | 100.00% | 100.00% |
12.07.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 142'000 | 142'000 | 138'304 | 138'304 | 32'683 CHF | 34'067 CHF | 100.00% | 100.00% |
11.07.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 142'000 | 142'000 | 138'246 | 138'246 | 32'587 CHF | 33'971 CHF | 100.00% | 100.00% |
10.07.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 142'000 | 142'000 | 139'499 | 139'499 | 33'597 CHF | 34'992 CHF | 100.00% | 100.00% |
09.07.2024 | 4.19% | 0.25 CHF | 0.26 CHF | 146'000 | 146'000 | 139'287 | 139'287 | 32'574 CHF | 33'967 CHF | 100.00% | 100.00% |
08.07.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 142'000 | 142'000 | 138'308 | 138'308 | 31'894 CHF | 33'277 CHF | 100.00% | 100.00% |
05.07.2024 | 4.48% | 0.23 CHF | 0.24 CHF | 142'000 | 142'000 | 138'293 | 138'293 | 30'163 CHF | 31'546 CHF | 99.81% | 99.81% |
04.07.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 142'000 | 142'000 | 138'290 | 138'290 | 31'755 CHF | 33'138 CHF | 99.49% | 99.49% |
03.07.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 142'000 | 142'000 | 141'325 | 141'325 | 34'213 CHF | 35'626 CHF | 99.35% | 99.35% |
02.07.2024 | 3.44% | 0.27 CHF | 0.28 CHF | 146'000 | 146'000 | 145'930 | 145'930 | 41'712 CHF | 43'172 CHF | 100.00% | 100.00% |