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 | 2.20% | 0.46 CHF | 0.47 CHF | 114'000 | 114'000 | 112'091 | 112'091 | 50'477 CHF | 51'598 CHF | 100.00% | 100.00% |
12.07.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 112'000 | 112'000 | 112'325 | 112'325 | 50'573 CHF | 51'696 CHF | 100.00% | 100.00% |
11.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 114'000 | 114'000 | 113'602 | 113'602 | 52'545 CHF | 53'682 CHF | 100.00% | 100.00% |
10.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 114'000 | 114'000 | 113'617 | 113'617 | 52'196 CHF | 53'332 CHF | 100.00% | 100.00% |
09.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 114'000 | 114'000 | 114'667 | 114'667 | 55'037 CHF | 56'183 CHF | 100.00% | 100.00% |
08.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 112'000 | 112'000 | 113'825 | 113'825 | 51'825 CHF | 52'963 CHF | 100.00% | 100.00% |
05.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 114'000 | 114'000 | 113'999 | 113'999 | 52'761 CHF | 53'901 CHF | 99.81% | 99.81% |
04.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 114'000 | 114'000 | 114'000 | 114'000 | 52'827 CHF | 53'967 CHF | 99.49% | 99.49% |
03.07.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 114'000 | 114'000 | 113'627 | 113'627 | 51'915 CHF | 53'052 CHF | 99.35% | 99.35% |
02.07.2024 | 2.35% | 0.47 CHF | 0.48 CHF | 114'000 | 114'000 | 108'834 | 108'834 | 50'402 CHF | 51'502 CHF | 100.00% | 100.00% |