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 | 2.37% | 0.43 CHF | 0.44 CHF | 58'100 | 58'100 | 60'122 | 60'122 | 25'020 CHF | 25'622 CHF | 100.00% | 100.00% |
12.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 57'900 | 57'900 | 57'661 | 57'661 | 25'909 CHF | 26'486 CHF | 100.00% | 100.00% |
11.07.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 59'500 | 59'500 | 61'033 | 61'033 | 25'938 CHF | 26'549 CHF | 100.00% | 100.00% |
10.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 62'600 | 62'600 | 61'312 | 61'312 | 26'141 CHF | 26'754 CHF | 100.00% | 100.00% |
09.07.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 58'000 | 58'000 | 57'123 | 57'123 | 24'539 CHF | 25'110 CHF | 100.00% | 100.00% |
08.07.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 52'800 | 52'800 | 52'582 | 52'582 | 23'748 CHF | 24'274 CHF | 100.00% | 100.00% |
05.07.2024 | 1.90% | 0.49 CHF | 0.50 CHF | 50'600 | 50'600 | 48'852 | 48'852 | 25'548 CHF | 26'036 CHF | 99.80% | 99.80% |
04.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 48'100 | 48'100 | 47'972 | 47'972 | 25'050 CHF | 25'530 CHF | 99.49% | 99.49% |
03.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 53'400 | 53'400 | 53'184 | 53'184 | 28'839 CHF | 29'371 CHF | 99.35% | 99.35% |
02.07.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 55'300 | 55'300 | 55'357 | 55'357 | 24'844 CHF | 25'397 CHF | 100.00% | 100.00% |