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 | 1.81% | 0.55 CHF | 0.56 CHF | 146'000 | 146'000 | 139'725 | 139'725 | 76'361 CHF | 77'758 CHF | 100.00% | 100.00% |
12.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 142'000 | 142'000 | 138'304 | 138'304 | 72'358 CHF | 73'741 CHF | 100.00% | 100.00% |
11.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 142'000 | 142'000 | 138'242 | 138'242 | 72'432 CHF | 73'816 CHF | 99.99% | 99.99% |
10.07.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 142'000 | 142'000 | 139'500 | 139'500 | 73'397 CHF | 74'792 CHF | 100.00% | 100.00% |
09.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 146'000 | 146'000 | 139'288 | 139'288 | 72'520 CHF | 73'913 CHF | 100.00% | 100.00% |
08.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 142'000 | 142'000 | 138'308 | 138'308 | 71'368 CHF | 72'751 CHF | 100.00% | 100.00% |
05.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 142'000 | 142'000 | 138'293 | 138'293 | 69'672 CHF | 71'055 CHF | 99.81% | 99.81% |
04.07.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 142'000 | 142'000 | 138'290 | 138'290 | 71'171 CHF | 72'554 CHF | 99.49% | 99.49% |
03.07.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 142'000 | 142'000 | 141'325 | 141'325 | 74'584 CHF | 75'997 CHF | 99.35% | 99.35% |
02.07.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 146'000 | 146'000 | 145'930 | 145'930 | 83'033 CHF | 84'492 CHF | 100.00% | 100.00% |