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 | 4.42% | 0.35 CHF | 0.37 CHF | 26'820 | 26'820 | 26'246 | 26'246 | 11'848 CHF | 12'374 CHF | 100.00% | 100.00% |
12.07.2024 | 4.38% | 0.50 CHF | 0.52 CHF | 26'380 | 26'380 | 26'251 | 26'251 | 11'853 CHF | 12'379 CHF | 100.00% | 100.00% |
11.07.2024 | 5.22% | 0.40 CHF | 0.42 CHF | 26'560 | 26'560 | 26'422 | 26'422 | 9'984 CHF | 10'513 CHF | 99.78% | 99.78% |
10.07.2024 | 6.03% | 0.36 CHF | 0.38 CHF | 26'740 | 26'740 | 26'525 | 26'525 | 8'616 CHF | 9'147 CHF | 100.00% | 100.00% |
09.07.2024 | 5.54% | 0.31 CHF | 0.33 CHF | 26'770 | 26'770 | 26'419 | 26'419 | 9'425 CHF | 9'954 CHF | 99.20% | 99.20% |
08.07.2024 | 5.95% | 0.32 CHF | 0.34 CHF | 26'800 | 26'800 | 26'480 | 26'480 | 8'780 CHF | 9'311 CHF | 100.00% | 100.00% |
05.07.2024 | 5.90% | 0.29 CHF | 0.31 CHF | 26'880 | 26'880 | 26'533 | 26'533 | 8'853 CHF | 9'384 CHF | 99.91% | 99.91% |
04.07.2024 | 5.74% | 0.35 CHF | 0.37 CHF | 26'770 | 26'770 | 26'511 | 26'511 | 9'083 CHF | 9'613 CHF | 100.00% | 100.00% |
03.07.2024 | 6.49% | 0.33 CHF | 0.35 CHF | 26'820 | 26'820 | 26'626 | 26'626 | 8'047 CHF | 8'580 CHF | 100.00% | 100.00% |
02.07.2024 | 8.23% | 0.31 CHF | 0.33 CHF | 26'820 | 26'820 | 26'739 | 26'739 | 6'374 CHF | 6'909 CHF | 98.68% | 98.68% |