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 | 2.50% | 0.42 CHF | 0.43 CHF | 109'000 | 109'000 | 108'160 | 108'160 | 42'834 CHF | 43'916 CHF | 99.98% | 99.98% |
12.07.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 108'000 | 108'000 | 108'773 | 108'773 | 44'791 CHF | 45'879 CHF | 100.00% | 100.00% |
11.07.2024 | 2.39% | 0.39 CHF | 0.40 CHF | 108'000 | 108'000 | 108'708 | 108'708 | 45'022 CHF | 46'110 CHF | 100.00% | 100.00% |
10.07.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 49'066 CHF | 50'166 CHF | 100.00% | 100.00% |
09.07.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 110'000 | 110'000 | 109'563 | 109'563 | 47'794 CHF | 48'890 CHF | 100.00% | 100.00% |
08.07.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 109'000 | 109'000 | 108'673 | 108'673 | 44'804 CHF | 45'891 CHF | 100.00% | 100.00% |
05.07.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 109'000 | 109'000 | 108'522 | 108'522 | 44'485 CHF | 45'570 CHF | 99.81% | 99.81% |
04.07.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 106'000 | 106'000 | 106'486 | 106'486 | 38'326 CHF | 39'391 CHF | 99.49% | 99.49% |
03.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 107'000 | 107'000 | 107'486 | 107'486 | 41'221 CHF | 42'296 CHF | 100.00% | 100.00% |
02.07.2024 | 2.46% | 0.38 CHF | 0.39 CHF | 108'000 | 108'000 | 108'098 | 108'098 | 43'430 CHF | 44'511 CHF | 100.00% | 100.00% |