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 | 5.09% | 0.20 CHF | 0.21 CHF | 146'000 | 146'000 | 139'726 | 139'726 | 26'847 CHF | 28'244 CHF | 100.00% | 100.00% |
12.07.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 142'000 | 142'000 | 138'304 | 138'304 | 23'563 CHF | 24'946 CHF | 100.00% | 100.00% |
11.07.2024 | 5.72% | 0.18 CHF | 0.19 CHF | 142'000 | 142'000 | 138'241 | 138'241 | 23'538 CHF | 24'922 CHF | 100.00% | 100.00% |
10.07.2024 | 5.54% | 0.17 CHF | 0.18 CHF | 142'000 | 142'000 | 139'500 | 139'500 | 24'494 CHF | 25'889 CHF | 100.00% | 100.00% |
09.07.2024 | 5.76% | 0.18 CHF | 0.19 CHF | 146'000 | 146'000 | 139'287 | 139'287 | 23'570 CHF | 24'962 CHF | 100.00% | 100.00% |
08.07.2024 | 5.88% | 0.17 CHF | 0.18 CHF | 142'000 | 142'000 | 138'308 | 138'308 | 22'828 CHF | 24'211 CHF | 100.00% | 100.00% |
05.07.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 142'000 | 142'000 | 138'293 | 138'293 | 21'117 CHF | 22'500 CHF | 99.81% | 99.81% |
04.07.2024 | 5.92% | 0.17 CHF | 0.18 CHF | 142'000 | 142'000 | 138'291 | 138'291 | 22'706 CHF | 24'089 CHF | 99.49% | 99.49% |
03.07.2024 | 5.49% | 0.17 CHF | 0.18 CHF | 142'000 | 142'000 | 141'325 | 141'325 | 25'049 CHF | 26'462 CHF | 99.35% | 99.35% |
02.07.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 146'000 | 146'000 | 145'930 | 145'930 | 32'212 CHF | 33'671 CHF | 100.00% | 100.00% |