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 | 3.85% | 0.42 CHF | 0.44 CHF | 26'820 | 26'820 | 26'244 | 26'244 | 13'633 CHF | 14'158 CHF | 100.00% | 100.00% |
12.07.2024 | 3.82% | 0.57 CHF | 0.59 CHF | 26'380 | 26'380 | 26'250 | 26'250 | 13'616 CHF | 14'141 CHF | 100.00% | 100.00% |
11.07.2024 | 4.43% | 0.47 CHF | 0.49 CHF | 26'550 | 26'550 | 26'422 | 26'422 | 11'798 CHF | 12'327 CHF | 99.97% | 99.97% |
10.07.2024 | 5.03% | 0.43 CHF | 0.45 CHF | 26'730 | 26'730 | 26'525 | 26'525 | 10'398 CHF | 10'929 CHF | 100.00% | 100.00% |
09.07.2024 | 4.67% | 0.38 CHF | 0.40 CHF | 26'760 | 26'760 | 26'421 | 26'421 | 11'213 CHF | 11'742 CHF | 99.58% | 99.58% |
08.07.2024 | 4.96% | 0.39 CHF | 0.41 CHF | 26'800 | 26'800 | 26'480 | 26'480 | 10'574 CHF | 11'105 CHF | 100.00% | 100.00% |
05.07.2024 | 4.92% | 0.36 CHF | 0.38 CHF | 26'880 | 26'880 | 26'532 | 26'532 | 10'656 CHF | 11'187 CHF | 99.80% | 99.80% |
04.07.2024 | 4.80% | 0.42 CHF | 0.44 CHF | 26'760 | 26'760 | 26'511 | 26'511 | 10'895 CHF | 11'426 CHF | 100.00% | 100.00% |
03.07.2024 | 5.32% | 0.40 CHF | 0.42 CHF | 26'820 | 26'820 | 26'625 | 26'625 | 9'857 CHF | 10'390 CHF | 100.00% | 100.00% |
02.07.2024 | 6.43% | 0.37 CHF | 0.39 CHF | 26'820 | 26'820 | 26'741 | 26'741 | 8'192 CHF | 8'727 CHF | 99.71% | 99.71% |