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 | 2.86% | 0.34 CHF | 0.35 CHF | 74'000 | 74'000 | 70'837 | 70'837 | 24'443 CHF | 25'151 CHF | 100.00% | 100.00% |
12.07.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 72'000 | 72'000 | 70'126 | 70'126 | 27'360 CHF | 28'061 CHF | 100.00% | 100.00% |
11.07.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 72'000 | 72'000 | 70'081 | 70'081 | 27'179 CHF | 27'880 CHF | 100.00% | 100.00% |
10.07.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 72'000 | 72'000 | 70'724 | 70'724 | 26'408 CHF | 27'116 CHF | 100.00% | 100.00% |
09.07.2024 | 2.55% | 0.36 CHF | 0.37 CHF | 74'000 | 74'000 | 70'618 | 70'618 | 27'291 CHF | 27'997 CHF | 100.00% | 100.00% |
08.07.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 72'000 | 72'000 | 70'128 | 70'128 | 27'741 CHF | 28'442 CHF | 100.00% | 100.00% |
05.07.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 72'000 | 72'000 | 70'120 | 70'120 | 29'557 CHF | 30'258 CHF | 99.81% | 99.81% |
04.07.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 72'000 | 72'000 | 70'119 | 70'119 | 27'938 CHF | 28'639 CHF | 99.49% | 99.49% |
03.07.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 72'000 | 72'000 | 71'637 | 71'637 | 26'607 CHF | 27'323 CHF | 99.37% | 99.37% |
02.07.2024 | 3.50% | 0.31 CHF | 0.32 CHF | 74'000 | 74'000 | 73'939 | 73'939 | 20'810 CHF | 21'549 CHF | 100.00% | 100.00% |