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 | - | 0.35 CHF | - CHF | 114'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.07.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 112'000 | 112'000 | 112'325 | 112'325 | 37'996 CHF | 39'119 CHF | 100.00% | 100.00% |
11.07.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 114'000 | 114'000 | 113'602 | 113'602 | 39'890 CHF | 41'027 CHF | 100.00% | 100.00% |
10.07.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 114'000 | 114'000 | 113'617 | 113'617 | 39'346 CHF | 40'482 CHF | 100.00% | 100.00% |
09.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 114'000 | 114'000 | 114'667 | 114'667 | 42'285 CHF | 43'432 CHF | 100.00% | 100.00% |
08.07.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 112'000 | 112'000 | 113'825 | 113'825 | 39'086 CHF | 40'225 CHF | 100.00% | 100.00% |
05.07.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 114'000 | 114'000 | 113'999 | 113'999 | 40'157 CHF | 41'297 CHF | 99.81% | 99.81% |
04.07.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 114'000 | 114'000 | 114'000 | 114'000 | 40'056 CHF | 41'196 CHF | 99.49% | 99.49% |
03.07.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 114'000 | 114'000 | 113'627 | 113'627 | 39'136 CHF | 40'272 CHF | 99.37% | 99.37% |
02.07.2024 | 3.08% | 0.36 CHF | 0.37 CHF | 114'000 | 114'000 | 108'834 | 108'834 | 38'213 CHF | 39'313 CHF | 100.00% | 100.00% |