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 | 3.12% | 0.31 CHF | 0.32 CHF | 74'000 | 74'000 | 70'837 | 70'837 | 22'353 CHF | 23'062 CHF | 100.00% | 100.00% |
12.07.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 72'000 | 72'000 | 70'126 | 70'126 | 25'276 CHF | 25'977 CHF | 100.00% | 100.00% |
11.07.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 72'000 | 72'000 | 70'082 | 70'082 | 25'107 CHF | 25'808 CHF | 100.00% | 100.00% |
10.07.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 72'000 | 72'000 | 70'724 | 70'724 | 24'339 CHF | 25'047 CHF | 100.00% | 100.00% |
09.07.2024 | 2.76% | 0.34 CHF | 0.35 CHF | 74'000 | 74'000 | 70'618 | 70'618 | 25'221 CHF | 25'927 CHF | 100.00% | 100.00% |
08.07.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 72'000 | 72'000 | 70'128 | 70'128 | 25'669 CHF | 26'370 CHF | 100.00% | 100.00% |
05.07.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 72'000 | 72'000 | 70'120 | 70'120 | 27'489 CHF | 28'190 CHF | 99.81% | 99.81% |
04.07.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 72'000 | 72'000 | 70'119 | 70'119 | 25'876 CHF | 26'577 CHF | 99.49% | 99.49% |
03.07.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 72'000 | 72'000 | 71'636 | 71'636 | 24'518 CHF | 25'234 CHF | 99.35% | 99.35% |
02.07.2024 | 3.89% | 0.28 CHF | 0.29 CHF | 74'000 | 74'000 | 73'939 | 73'939 | 18'669 CHF | 19'409 CHF | 100.00% | 100.00% |