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 | 2.04% | 0.49 CHF | 0.50 CHF | 146'000 | 146'000 | 139'725 | 139'725 | 67'968 CHF | 69'366 CHF | 100.00% | 100.00% |
12.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 142'000 | 142'000 | 138'304 | 138'304 | 64'056 CHF | 65'439 CHF | 100.00% | 100.00% |
11.07.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 142'000 | 142'000 | 138'247 | 138'247 | 64'163 CHF | 65'546 CHF | 100.00% | 100.00% |
10.07.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 142'000 | 142'000 | 139'500 | 139'500 | 65'108 CHF | 66'503 CHF | 100.00% | 100.00% |
09.07.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 146'000 | 146'000 | 139'288 | 139'288 | 64'231 CHF | 65'624 CHF | 100.00% | 100.00% |
08.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 142'000 | 142'000 | 138'308 | 138'308 | 63'211 CHF | 64'594 CHF | 100.00% | 100.00% |
05.07.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 142'000 | 142'000 | 138'293 | 138'293 | 61'434 CHF | 62'817 CHF | 99.82% | 99.82% |
04.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 142'000 | 142'000 | 138'290 | 138'290 | 62'960 CHF | 64'343 CHF | 99.50% | 99.50% |
03.07.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 142'000 | 142'000 | 141'325 | 141'325 | 66'179 CHF | 67'593 CHF | 99.36% | 99.36% |
02.07.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 146'000 | 146'000 | 145'928 | 145'928 | 74'486 CHF | 75'945 CHF | 100.00% | 100.00% |