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 | 2.41% | 0.41 CHF | 0.42 CHF | 146'000 | 146'000 | 139'725 | 139'725 | 57'421 CHF | 58'818 CHF | 100.00% | 100.00% |
12.07.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 142'000 | 142'000 | 138'304 | 138'304 | 53'951 CHF | 55'334 CHF | 100.00% | 100.00% |
11.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 142'000 | 142'000 | 138'250 | 138'250 | 53'551 CHF | 54'934 CHF | 100.00% | 100.00% |
10.07.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 142'000 | 142'000 | 139'500 | 139'500 | 54'825 CHF | 56'220 CHF | 100.00% | 100.00% |
09.07.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 146'000 | 146'000 | 139'289 | 139'289 | 53'740 CHF | 55'133 CHF | 100.00% | 100.00% |
08.07.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 142'000 | 142'000 | 138'308 | 138'308 | 52'774 CHF | 54'157 CHF | 100.00% | 100.00% |
05.07.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 142'000 | 142'000 | 138'293 | 138'293 | 51'059 CHF | 52'442 CHF | 99.81% | 99.81% |
04.07.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 142'000 | 142'000 | 138'291 | 138'291 | 52'684 CHF | 54'067 CHF | 99.49% | 99.49% |
03.07.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 142'000 | 142'000 | 141'325 | 141'325 | 55'682 CHF | 57'096 CHF | 99.35% | 99.35% |
02.07.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 146'000 | 146'000 | 145'929 | 145'929 | 63'647 CHF | 65'107 CHF | 100.00% | 100.00% |