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 | 3.98% | 0.25 CHF | 0.26 CHF | 146'000 | 146'000 | 139'725 | 139'725 | 34'454 CHF | 35'851 CHF | 100.00% | 100.00% |
12.07.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 142'000 | 142'000 | 138'304 | 138'304 | 31'056 CHF | 32'439 CHF | 100.00% | 100.00% |
11.07.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 142'000 | 142'000 | 138'237 | 138'237 | 31'050 CHF | 32'433 CHF | 100.00% | 100.00% |
10.07.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 142'000 | 142'000 | 139'500 | 139'500 | 32'054 CHF | 33'449 CHF | 100.00% | 100.00% |
09.07.2024 | 4.39% | 0.24 CHF | 0.25 CHF | 146'000 | 146'000 | 139'288 | 139'288 | 31'114 CHF | 32'507 CHF | 100.00% | 100.00% |
08.07.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 142'000 | 142'000 | 138'308 | 138'308 | 30'282 CHF | 31'666 CHF | 100.00% | 100.00% |
05.07.2024 | 4.73% | 0.22 CHF | 0.23 CHF | 142'000 | 142'000 | 138'293 | 138'293 | 28'574 CHF | 29'957 CHF | 99.82% | 99.82% |
04.07.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 142'000 | 142'000 | 138'289 | 138'289 | 30'151 CHF | 31'534 CHF | 99.50% | 99.50% |
03.07.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 142'000 | 142'000 | 141'325 | 141'325 | 32'656 CHF | 34'069 CHF | 99.36% | 99.36% |
02.07.2024 | 3.58% | 0.26 CHF | 0.27 CHF | 146'000 | 146'000 | 145'930 | 145'930 | 40'123 CHF | 41'582 CHF | 100.00% | 100.00% |