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 | 2.71% | 0.37 CHF | 0.38 CHF | 358'000 | 358'000 | 357'013 | 357'013 | 130'078 CHF | 133'648 CHF | 100.00% | 100.00% |
12.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 358'000 | 358'000 | 356'524 | 356'524 | 128'787 CHF | 132'352 CHF | 100.00% | 100.00% |
11.07.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 358'000 | 358'000 | 356'340 | 356'340 | 127'411 CHF | 130'977 CHF | 99.98% | 99.98% |
10.07.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 358'000 | 358'000 | 356'525 | 356'525 | 125'914 CHF | 129'479 CHF | 100.00% | 100.00% |
09.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 358'000 | 358'000 | 356'882 | 356'882 | 126'510 CHF | 130'079 CHF | 100.00% | 100.00% |
08.07.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 358'000 | 358'000 | 354'313 | 354'313 | 116'028 CHF | 119'571 CHF | 100.00% | 100.00% |
05.07.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 349'000 | 349'000 | 348'072 | 348'072 | 108'566 CHF | 112'047 CHF | 100.00% | 100.00% |
04.07.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 349'000 | 349'000 | 347'561 | 347'561 | 105'708 CHF | 109'183 CHF | 100.00% | 100.00% |
03.07.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 349'000 | 349'000 | 347'688 | 347'688 | 110'542 CHF | 114'019 CHF | 99.38% | 99.38% |
02.07.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 367'000 | 367'000 | 360'227 | 360'227 | 130'768 CHF | 134'370 CHF | 100.00% | 100.00% |