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 | 2.16% | 0.46 CHF | 0.47 CHF | 267'000 | 267'000 | 263'181 | 263'181 | 120'477 CHF | 123'108 CHF | 100.00% | 100.00% |
12.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 263'000 | 263'000 | 263'651 | 263'651 | 120'293 CHF | 122'929 CHF | 100.00% | 100.00% |
11.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 267'000 | 267'000 | 266'208 | 266'208 | 122'773 CHF | 125'436 CHF | 100.00% | 100.00% |
10.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 267'000 | 267'000 | 266'235 | 266'235 | 122'425 CHF | 125'087 CHF | 100.00% | 100.00% |
09.07.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 267'000 | 267'000 | 268'670 | 268'670 | 126'159 CHF | 128'846 CHF | 100.00% | 100.00% |
08.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 263'000 | 263'000 | 266'653 | 266'653 | 122'577 CHF | 125'243 CHF | 100.00% | 100.00% |
05.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 267'000 | 267'000 | 266'999 | 266'999 | 123'177 CHF | 125'847 CHF | 99.81% | 99.81% |
04.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 267'000 | 267'000 | 267'000 | 267'000 | 122'821 CHF | 125'491 CHF | 99.49% | 99.49% |
03.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 267'000 | 267'000 | 266'252 | 266'252 | 122'425 CHF | 125'087 CHF | 99.36% | 99.36% |
02.07.2024 | 2.36% | 0.46 CHF | 0.47 CHF | 267'000 | 267'000 | 254'900 | 254'900 | 117'291 CHF | 119'867 CHF | 100.00% | 100.00% |