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 | 2.31% | 0.42 CHF | 0.43 CHF | 74'000 | 74'000 | 70'837 | 70'837 | 30'364 CHF | 31'072 CHF | 100.00% | 100.00% |
12.07.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 72'000 | 72'000 | 70'126 | 70'126 | 33'191 CHF | 33'893 CHF | 100.00% | 100.00% |
11.07.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 72'000 | 72'000 | 70'083 | 70'083 | 32'958 CHF | 33'660 CHF | 100.00% | 100.00% |
10.07.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 72'000 | 72'000 | 70'724 | 70'724 | 32'240 CHF | 32'948 CHF | 100.00% | 100.00% |
09.07.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 74'000 | 74'000 | 70'619 | 70'619 | 33'141 CHF | 33'847 CHF | 100.00% | 100.00% |
08.07.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 72'000 | 72'000 | 70'128 | 70'128 | 33'471 CHF | 34'173 CHF | 100.00% | 100.00% |
05.07.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 72'000 | 72'000 | 70'120 | 70'120 | 35'284 CHF | 35'985 CHF | 99.81% | 99.81% |
04.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 72'000 | 72'000 | 70'118 | 70'118 | 33'655 CHF | 34'356 CHF | 99.49% | 99.49% |
03.07.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 72'000 | 72'000 | 71'636 | 71'636 | 32'462 CHF | 33'178 CHF | 99.35% | 99.35% |
02.07.2024 | 2.72% | 0.39 CHF | 0.40 CHF | 74'000 | 74'000 | 73'939 | 73'939 | 26'831 CHF | 27'570 CHF | 100.00% | 100.00% |