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 | 2.78% | 0.33 CHF | 0.34 CHF | 114'000 | 114'000 | 113'481 | 113'481 | 40'235 CHF | 41'370 CHF | 100.00% | 100.00% |
12.07.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 112'000 | 112'000 | 111'526 | 111'526 | 46'104 CHF | 47'219 CHF | 100.00% | 100.00% |
11.07.2024 | 2.77% | 0.40 CHF | 0.41 CHF | 112'000 | 112'000 | 113'316 | 113'316 | 40'536 CHF | 41'670 CHF | 99.99% | 99.99% |
10.07.2024 | 3.90% | 0.33 CHF | 0.34 CHF | 114'000 | 114'000 | 115'903 | 115'903 | 30'133 CHF | 31'292 CHF | 100.00% | 100.00% |
09.07.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 118'000 | 118'000 | 116'883 | 116'883 | 26'828 CHF | 27'997 CHF | 100.00% | 100.00% |
08.07.2024 | 4.32% | 0.21 CHF | 0.22 CHF | 118'000 | 118'000 | 117'466 | 117'466 | 26'671 CHF | 27'846 CHF | 100.00% | 100.00% |
05.07.2024 | 3.69% | 0.23 CHF | 0.24 CHF | 118'000 | 118'000 | 115'872 | 115'872 | 31'019 CHF | 32'177 CHF | 99.81% | 99.81% |
04.07.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 116'000 | 116'000 | 115'890 | 115'890 | 29'487 CHF | 30'646 CHF | 99.49% | 99.49% |
03.07.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 116'000 | 116'000 | 115'519 | 115'519 | 33'236 CHF | 34'392 CHF | 99.37% | 99.37% |
02.07.2024 | 4.34% | 0.24 CHF | 0.25 CHF | 118'000 | 118'000 | 117'471 | 117'471 | 26'570 CHF | 27'745 CHF | 100.00% | 100.00% |