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 | 2.84% | 0.37 CHF | 0.38 CHF | 98'000 | 98'000 | 98'180 | 98'180 | 34'045 CHF | 35'027 CHF | 100.00% | 100.00% |
12.07.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 98'000 | 98'000 | 98'053 | 98'053 | 34'143 CHF | 35'123 CHF | 100.00% | 100.00% |
11.07.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 99'500 | 99'500 | 33'134 CHF | 34'130 CHF | 100.00% | 100.00% |
10.07.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 100'131 | 100'131 | 30'855 CHF | 31'856 CHF | 100.00% | 100.00% |
09.07.2024 | 3.39% | 0.27 CHF | 0.28 CHF | 102'000 | 102'000 | 100'744 | 100'744 | 29'300 CHF | 30'308 CHF | 100.00% | 100.00% |
08.07.2024 | 2.47% | 0.36 CHF | 0.37 CHF | 98'000 | 98'000 | 97'477 | 97'477 | 38'974 CHF | 39'949 CHF | 100.00% | 100.00% |
05.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 96'000 | 96'000 | 96'432 | 96'432 | 40'047 CHF | 41'011 CHF | 99.99% | 99.99% |
04.07.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 41'826 CHF | 42'786 CHF | 100.00% | 100.00% |
03.07.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 98'000 | 98'000 | 98'043 | 98'043 | 36'539 CHF | 37'520 CHF | 100.00% | 100.00% |
02.07.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 102'000 | 102'000 | 101'821 | 101'821 | 28'780 CHF | 29'798 CHF | 100.00% | 100.00% |