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 | 2.46% | 0.42 CHF | 0.43 CHF | 114'000 | 114'000 | 112'091 | 112'091 | 44'940 CHF | 46'061 CHF | 100.00% | 100.00% |
12.07.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 112'000 | 112'000 | 112'325 | 112'325 | 45'108 CHF | 46'231 CHF | 100.00% | 100.00% |
11.07.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 114'000 | 114'000 | 113'606 | 113'606 | 46'915 CHF | 48'052 CHF | 100.00% | 100.00% |
10.07.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 114'000 | 114'000 | 113'617 | 113'617 | 46'693 CHF | 47'829 CHF | 100.00% | 100.00% |
09.07.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 114'000 | 114'000 | 114'667 | 114'667 | 49'482 CHF | 50'628 CHF | 100.00% | 100.00% |
08.07.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 112'000 | 112'000 | 113'825 | 113'825 | 46'338 CHF | 47'476 CHF | 100.00% | 100.00% |
05.07.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 114'000 | 114'000 | 113'999 | 113'999 | 47'128 CHF | 48'268 CHF | 99.81% | 99.81% |
04.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 114'000 | 114'000 | 114'000 | 114'000 | 47'330 CHF | 48'470 CHF | 99.49% | 99.49% |
03.07.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 114'000 | 114'000 | 113'627 | 113'627 | 46'330 CHF | 47'466 CHF | 99.35% | 99.35% |
02.07.2024 | 2.62% | 0.42 CHF | 0.43 CHF | 114'000 | 114'000 | 108'834 | 108'834 | 45'125 CHF | 46'225 CHF | 100.00% | 100.00% |