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 | 2.67% | 0.38 CHF | 0.39 CHF | 73'000 | 73'000 | 69'863 | 69'863 | 25'904 CHF | 26'603 CHF | 100.00% | 100.00% |
12.07.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 22'595 CHF | 23'286 CHF | 100.00% | 100.00% |
11.07.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 71'000 | 71'000 | 69'121 | 69'121 | 22'672 CHF | 23'364 CHF | 100.00% | 100.00% |
10.07.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 23'663 CHF | 24'360 CHF | 100.00% | 100.00% |
09.07.2024 | 3.04% | 0.35 CHF | 0.36 CHF | 73'000 | 73'000 | 69'644 | 69'644 | 22'665 CHF | 23'361 CHF | 100.00% | 100.00% |
08.07.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 71'000 | 71'000 | 69'154 | 69'154 | 21'926 CHF | 22'618 CHF | 100.00% | 100.00% |
05.07.2024 | 3.36% | 0.31 CHF | 0.32 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 20'224 CHF | 20'916 CHF | 99.82% | 99.82% |
04.07.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 21'807 CHF | 22'499 CHF | 99.50% | 99.50% |
03.07.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 71'000 | 71'000 | 70'663 | 70'663 | 24'131 CHF | 24'838 CHF | 99.36% | 99.36% |
02.07.2024 | 2.31% | 0.40 CHF | 0.41 CHF | 73'000 | 73'000 | 72'964 | 72'964 | 31'296 CHF | 32'026 CHF | 100.00% | 100.00% |