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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 2,80% | 0,34 CHF | 0,35 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 30 980 CHF | 31 860 CHF | 100,00% | 100,00% |
15/07/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 88 000 | 88 000 | 88 611 | 88 611 | 28 854 CHF | 29 740 CHF | 98,85% | 100,00% |
12/07/2024 | 1,43% | 0,72 CHF | 0,73 CHF | 79 000 | 79 000 | 79 913 | 79 913 | 55 677 CHF | 56 477 CHF | 100,00% | 100,00% |
11/07/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 80 000 | 80 000 | 80 554 | 80 554 | 53 576 CHF | 54 382 CHF | 99,82% | 99,82% |
10/07/2024 | 1,61% | 0,64 CHF | 0,65 CHF | 81 000 | 81 000 | 81 488 | 81 488 | 50 296 CHF | 51 111 CHF | 100,00% | 100,00% |
09/07/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 82 000 | 82 000 | 80 713 | 80 713 | 52 516 CHF | 53 324 CHF | 99,77% | 99,77% |
08/07/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 81 000 | 81 000 | 80 314 | 80 314 | 54 083 CHF | 54 886 CHF | 100,00% | 100,00% |
05/07/2024 | 1,37% | 0,67 CHF | 0,68 CHF | 81 000 | 81 000 | 79 284 | 79 284 | 57 746 CHF | 58 538 CHF | 99,80% | 99,80% |
04/07/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 80 000 | 80 000 | 80 003 | 80 003 | 55 281 CHF | 56 081 CHF | 100,00% | 100,00% |
03/07/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 80 000 | 80 000 | 80 609 | 80 609 | 53 492 CHF | 54 298 CHF | 100,00% | 100,00% |