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 | 3.68% | 0.27 CHF | 0.28 CHF | 73'000 | 73'000 | 69'863 | 69'863 | 18'716 CHF | 19'415 CHF | 100.00% | 100.00% |
12.07.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 15'502 CHF | 16'194 CHF | 100.00% | 100.00% |
11.07.2024 | 4.37% | 0.24 CHF | 0.25 CHF | 71'000 | 71'000 | 69'117 | 69'117 | 15'559 CHF | 16'251 CHF | 100.00% | 100.00% |
10.07.2024 | 4.14% | 0.23 CHF | 0.24 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 16'524 CHF | 17'222 CHF | 100.00% | 100.00% |
09.07.2024 | 4.39% | 0.25 CHF | 0.26 CHF | 73'000 | 73'000 | 69'643 | 69'643 | 15'592 CHF | 16'288 CHF | 100.00% | 100.00% |
08.07.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 71'000 | 71'000 | 69'154 | 69'154 | 14'892 CHF | 15'584 CHF | 100.00% | 100.00% |
05.07.2024 | 5.12% | 0.21 CHF | 0.22 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 13'199 CHF | 13'890 CHF | 99.80% | 99.80% |
04.07.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 14'765 CHF | 15'456 CHF | 99.49% | 99.49% |
03.07.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 71'000 | 71'000 | 70'663 | 70'663 | 16'943 CHF | 17'650 CHF | 99.37% | 99.37% |
02.07.2024 | 3.02% | 0.30 CHF | 0.31 CHF | 73'000 | 73'000 | 72'965 | 72'965 | 23'884 CHF | 24'614 CHF | 99.99% | 99.99% |