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 | 1.82% | 0.53 CHF | 0.54 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 77'957 CHF | 79'385 CHF | 100.00% | 100.00% |
12.07.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 140'000 | 140'000 | 141'565 | 141'565 | 76'354 CHF | 77'770 CHF | 100.00% | 100.00% |
11.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 140'000 | 140'000 | 139'864 | 139'864 | 72'615 CHF | 74'014 CHF | 99.63% | 99.63% |
10.07.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 140'000 | 140'000 | 137'948 | 137'948 | 67'455 CHF | 68'834 CHF | 100.00% | 100.00% |
09.07.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 140'000 | 140'000 | 136'594 | 136'594 | 65'393 CHF | 66'759 CHF | 99.55% | 99.55% |
08.07.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 61'579 CHF | 62'933 CHF | 100.00% | 100.00% |
05.07.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 63'450 CHF | 64'805 CHF | 99.81% | 99.81% |
04.07.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 136'000 | 136'000 | 137'906 | 137'906 | 67'473 CHF | 68'852 CHF | 100.00% | 100.00% |
03.07.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 70'294 CHF | 71'686 CHF | 100.00% | 100.00% |
02.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 77'911 CHF | 79'345 CHF | 100.00% | 100.00% |