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 | 2.11% | 0.46 CHF | 0.47 CHF | 114'000 | 114'000 | 112'091 | 112'091 | 52'613 CHF | 53'734 CHF | 100.00% | 100.00% |
12.07.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 112'000 | 112'000 | 112'325 | 112'325 | 52'575 CHF | 53'698 CHF | 100.00% | 100.00% |
11.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 114'000 | 114'000 | 113'575 | 113'575 | 51'768 CHF | 52'905 CHF | 100.00% | 100.00% |
10.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 114'000 | 114'000 | 113'617 | 113'617 | 51'926 CHF | 53'062 CHF | 100.00% | 100.00% |
09.07.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 114'000 | 114'000 | 114'669 | 114'669 | 49'886 CHF | 51'033 CHF | 100.00% | 100.00% |
08.07.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 112'000 | 112'000 | 113'826 | 113'826 | 52'835 CHF | 53'973 CHF | 99.99% | 99.99% |
05.07.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 114'000 | 114'000 | 113'999 | 113'999 | 52'138 CHF | 53'278 CHF | 99.82% | 99.82% |
04.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 114'000 | 114'000 | 114'000 | 114'000 | 52'218 CHF | 53'358 CHF | 99.50% | 99.50% |
03.07.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 114'000 | 114'000 | 113'627 | 113'627 | 52'756 CHF | 53'892 CHF | 99.37% | 99.37% |
02.07.2024 | 2.38% | 0.45 CHF | 0.46 CHF | 114'000 | 114'000 | 108'834 | 108'834 | 49'561 CHF | 50'661 CHF | 100.00% | 100.00% |