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 | 2.88% | 0.35 CHF | 0.36 CHF | 358'000 | 358'000 | 357'014 | 357'014 | 122'295 CHF | 125'865 CHF | 99.88% | 99.88% |
12.07.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 358'000 | 358'000 | 356'524 | 356'524 | 121'044 CHF | 124'609 CHF | 100.00% | 100.00% |
11.07.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 358'000 | 358'000 | 356'335 | 356'335 | 119'317 CHF | 122'883 CHF | 99.98% | 99.98% |
10.07.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 358'000 | 358'000 | 356'525 | 356'525 | 117'932 CHF | 121'497 CHF | 100.00% | 100.00% |
09.07.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 358'000 | 358'000 | 356'882 | 356'882 | 118'567 CHF | 122'136 CHF | 100.00% | 100.00% |
08.07.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 358'000 | 358'000 | 354'312 | 354'312 | 107'792 CHF | 111'335 CHF | 100.00% | 100.00% |
05.07.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 349'000 | 349'000 | 348'070 | 348'070 | 100'567 CHF | 104'048 CHF | 100.00% | 100.00% |
04.07.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 349'000 | 349'000 | 347'561 | 347'561 | 97'960 CHF | 101'436 CHF | 100.00% | 100.00% |
03.07.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 349'000 | 349'000 | 347'688 | 347'688 | 102'537 CHF | 106'014 CHF | 99.38% | 99.38% |
02.07.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 367'000 | 367'000 | 360'228 | 360'228 | 122'605 CHF | 126'207 CHF | 99.98% | 99.98% |