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 | 3.48% | 0.30 CHF | 0.31 CHF | 47'000 | 47'000 | 47'170 | 47'170 | 13'363 CHF | 13'835 CHF | 100.00% | 100.00% |
12.07.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 12'355 CHF | 12'825 CHF | 100.00% | 100.00% |
11.07.2024 | 3.95% | 0.26 CHF | 0.27 CHF | 47'000 | 47'000 | 46'975 | 46'975 | 11'671 CHF | 12'141 CHF | 99.99% | 99.99% |
10.07.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 12'577 CHF | 13'047 CHF | 100.00% | 100.00% |
09.07.2024 | 3.96% | 0.29 CHF | 0.30 CHF | 47'000 | 47'000 | 46'944 | 46'944 | 11'651 CHF | 12'121 CHF | 100.00% | 100.00% |
08.07.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 46'000 | 46'000 | 46'303 | 46'303 | 10'748 CHF | 11'211 CHF | 100.00% | 100.00% |
05.07.2024 | 3.43% | 0.27 CHF | 0.28 CHF | 47'000 | 47'000 | 47'174 | 47'174 | 13'564 CHF | 14'035 CHF | 100.00% | 100.00% |
04.07.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 15'125 CHF | 15'605 CHF | 100.00% | 100.00% |
03.07.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 15'567 CHF | 16'047 CHF | 100.00% | 100.00% |
02.07.2024 | 2.92% | 0.32 CHF | 0.33 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 16'192 CHF | 16'672 CHF | 100.00% | 100.00% |