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 | 1.34% | 0.73 CHF | 0.74 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 106'144 CHF | 107'573 CHF | 100.00% | 100.00% |
12.07.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 140'000 | 140'000 | 141'565 | 141'565 | 104'159 CHF | 105'575 CHF | 100.00% | 100.00% |
11.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 140'000 | 140'000 | 139'871 | 139'871 | 100'286 CHF | 101'686 CHF | 99.74% | 99.74% |
10.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 140'000 | 140'000 | 137'948 | 137'948 | 94'620 CHF | 96'000 CHF | 100.00% | 100.00% |
09.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 140'000 | 140'000 | 136'593 | 136'593 | 92'097 CHF | 93'463 CHF | 99.69% | 99.69% |
08.07.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 88'318 CHF | 89'673 CHF | 100.00% | 100.00% |
05.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 89'945 CHF | 91'299 CHF | 99.81% | 99.81% |
04.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 136'000 | 136'000 | 137'906 | 137'906 | 94'790 CHF | 96'169 CHF | 100.00% | 100.00% |
03.07.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 97'770 CHF | 99'162 CHF | 100.00% | 100.00% |
02.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 105'902 CHF | 107'336 CHF | 100.00% | 100.00% |