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 | 1.79% | 0.56 CHF | 0.57 CHF | 146'000 | 146'000 | 139'725 | 139'725 | 77'250 CHF | 78'647 CHF | 100.00% | 100.00% |
12.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 142'000 | 142'000 | 138'304 | 138'304 | 73'361 CHF | 74'744 CHF | 100.00% | 100.00% |
11.07.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 142'000 | 142'000 | 138'239 | 138'239 | 73'074 CHF | 74'457 CHF | 99.99% | 99.99% |
10.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 142'000 | 142'000 | 139'500 | 139'500 | 74'349 CHF | 75'744 CHF | 100.00% | 100.00% |
09.07.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 146'000 | 146'000 | 139'288 | 139'288 | 73'243 CHF | 74'636 CHF | 100.00% | 100.00% |
08.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 142'000 | 142'000 | 138'308 | 138'308 | 72'118 CHF | 73'501 CHF | 100.00% | 100.00% |
05.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 142'000 | 142'000 | 138'293 | 138'293 | 70'404 CHF | 71'787 CHF | 99.81% | 99.81% |
04.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 142'000 | 142'000 | 138'290 | 138'290 | 72'009 CHF | 73'392 CHF | 99.49% | 99.49% |
03.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 142'000 | 142'000 | 141'325 | 141'325 | 75'413 CHF | 76'826 CHF | 99.35% | 99.35% |
02.07.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 146'000 | 146'000 | 145'928 | 145'928 | 84'025 CHF | 85'485 CHF | 100.00% | 100.00% |