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 | 3.31% | 0.33 CHF | 0.34 CHF | 109'000 | 109'000 | 108'160 | 108'160 | 32'238 CHF | 33'320 CHF | 99.97% | 99.97% |
12.07.2024 | 3.14% | 0.29 CHF | 0.30 CHF | 108'000 | 108'000 | 108'774 | 108'774 | 34'079 CHF | 35'167 CHF | 100.00% | 100.00% |
11.07.2024 | 3.13% | 0.29 CHF | 0.30 CHF | 108'000 | 108'000 | 108'708 | 108'708 | 34'313 CHF | 35'401 CHF | 100.00% | 100.00% |
10.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 38'266 CHF | 39'366 CHF | 100.00% | 100.00% |
09.07.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 110'000 | 110'000 | 109'564 | 109'564 | 37'038 CHF | 38'134 CHF | 100.00% | 100.00% |
08.07.2024 | 3.15% | 0.33 CHF | 0.34 CHF | 109'000 | 109'000 | 108'673 | 108'673 | 34'035 CHF | 35'122 CHF | 100.00% | 100.00% |
05.07.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 109'000 | 109'000 | 108'522 | 108'522 | 33'750 CHF | 34'835 CHF | 99.81% | 99.81% |
04.07.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 106'000 | 106'000 | 106'486 | 106'486 | 27'787 CHF | 28'852 CHF | 99.49% | 99.49% |
03.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 107'000 | 107'000 | 107'486 | 107'486 | 30'589 CHF | 31'664 CHF | 100.00% | 100.00% |
02.07.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 108'000 | 108'000 | 108'098 | 108'098 | 32'680 CHF | 33'761 CHF | 100.00% | 100.00% |