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 | 2.22% | 0.43 CHF | 0.44 CHF | 140'000 | 140'000 | 142'886 | 142'886 | 63'660 CHF | 65'089 CHF | 100.00% | 100.00% |
12.07.2024 | 2.25% | 0.41 CHF | 0.42 CHF | 140'000 | 140'000 | 141'565 | 141'565 | 62'208 CHF | 63'624 CHF | 100.00% | 100.00% |
11.07.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 140'000 | 140'000 | 139'859 | 139'859 | 58'643 CHF | 60'042 CHF | 99.64% | 99.64% |
10.07.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 140'000 | 140'000 | 137'949 | 137'949 | 53'721 CHF | 55'101 CHF | 100.00% | 100.00% |
09.07.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 140'000 | 140'000 | 136'592 | 136'592 | 51'777 CHF | 53'143 CHF | 99.73% | 99.73% |
08.07.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 48'083 CHF | 49'438 CHF | 100.00% | 100.00% |
05.07.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 49'993 CHF | 51'347 CHF | 99.81% | 99.81% |
04.07.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 136'000 | 136'000 | 137'905 | 137'905 | 53'732 CHF | 55'111 CHF | 100.00% | 100.00% |
03.07.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 56'437 CHF | 57'828 CHF | 100.00% | 100.00% |
02.07.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 63'616 CHF | 65'050 CHF | 100.00% | 100.00% |