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 | 2.59% | 0.39 CHF | 0.40 CHF | 73'000 | 73'000 | 69'863 | 69'863 | 26'691 CHF | 27'389 CHF | 100.00% | 100.00% |
12.07.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 23'408 CHF | 24'099 CHF | 100.00% | 100.00% |
11.07.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 71'000 | 71'000 | 69'118 | 69'118 | 23'437 CHF | 24'128 CHF | 100.00% | 100.00% |
10.07.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 24'414 CHF | 25'112 CHF | 100.00% | 100.00% |
09.07.2024 | 2.94% | 0.36 CHF | 0.37 CHF | 73'000 | 73'000 | 69'644 | 69'644 | 23'443 CHF | 24'139 CHF | 100.00% | 100.00% |
08.07.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 71'000 | 71'000 | 69'154 | 69'154 | 22'716 CHF | 23'407 CHF | 100.00% | 100.00% |
05.07.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 20'973 CHF | 21'664 CHF | 99.82% | 99.82% |
04.07.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 22'595 CHF | 23'286 CHF | 99.50% | 99.50% |
03.07.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 71'000 | 71'000 | 70'662 | 70'662 | 24'933 CHF | 25'640 CHF | 99.36% | 99.36% |
02.07.2024 | 2.25% | 0.41 CHF | 0.42 CHF | 73'000 | 73'000 | 72'965 | 72'965 | 32'086 CHF | 32'816 CHF | 99.99% | 99.99% |