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 | 2.72% | 0.34 CHF | 0.35 CHF | 98'000 | 98'000 | 98'180 | 98'180 | 35'625 CHF | 36'607 CHF | 100.00% | 100.00% |
12.07.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 98'000 | 98'000 | 98'053 | 98'053 | 35'538 CHF | 36'518 CHF | 100.00% | 100.00% |
11.07.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 99'513 | 99'513 | 37'554 CHF | 38'549 CHF | 99.98% | 99.98% |
10.07.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'131 | 100'131 | 40'153 CHF | 41'154 CHF | 100.00% | 100.00% |
09.07.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 102'000 | 102'000 | 100'744 | 100'744 | 42'125 CHF | 43'132 CHF | 100.00% | 100.00% |
08.07.2024 | 3.17% | 0.35 CHF | 0.36 CHF | 98'000 | 98'000 | 97'477 | 97'477 | 30'333 CHF | 31'308 CHF | 100.00% | 100.00% |
05.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 96'000 | 96'000 | 96'432 | 96'432 | 28'918 CHF | 29'883 CHF | 100.00% | 100.00% |
04.07.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 26'769 CHF | 27'729 CHF | 96.02% | 100.00% |
03.07.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 98'000 | 98'000 | 98'043 | 98'043 | 33'379 CHF | 34'360 CHF | 100.00% | 100.00% |
02.07.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 102'000 | 102'000 | 101'820 | 101'820 | 43'559 CHF | 44'577 CHF | 99.99% | 99.99% |