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 | 2.35% | 0.43 CHF | 0.44 CHF | 228'000 | 228'000 | 224'181 | 224'181 | 94'386 CHF | 96'628 CHF | 100.00% | 100.00% |
12.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 224'000 | 224'000 | 224'651 | 224'651 | 94'472 CHF | 96'718 CHF | 100.00% | 100.00% |
11.07.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 228'000 | 228'000 | 227'241 | 227'241 | 96'518 CHF | 98'792 CHF | 100.00% | 100.00% |
10.07.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 228'000 | 228'000 | 227'234 | 227'234 | 96'255 CHF | 98'527 CHF | 100.00% | 100.00% |
09.07.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 228'000 | 228'000 | 229'334 | 229'334 | 99'595 CHF | 101'888 CHF | 100.00% | 100.00% |
08.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 224'000 | 224'000 | 227'652 | 227'652 | 95'712 CHF | 97'988 CHF | 100.00% | 100.00% |
05.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 228'000 | 228'000 | 227'998 | 227'998 | 96'995 CHF | 99'275 CHF | 99.82% | 99.82% |
04.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 228'000 | 228'000 | 228'000 | 228'000 | 97'816 CHF | 100'096 CHF | 99.50% | 99.50% |
03.07.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 228'000 | 228'000 | 227'184 | 227'184 | 95'800 CHF | 98'072 CHF | 90.72% | 90.72% |
02.07.2024 | 2.55% | 0.43 CHF | 0.44 CHF | 228'000 | 228'000 | 217'667 | 217'667 | 92'629 CHF | 94'828 CHF | 100.00% | 100.00% |