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 | 3,94% | 0,24 CHF | 0,25 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 21 915 CHF | 22 795 CHF | 100,00% | 100,00% |
15/07/2024 | 4,45% | 0,23 CHF | 0,24 CHF | 88 000 | 88 000 | 88 610 | 88 610 | 19 686 CHF | 20 574 CHF | 99,26% | 100,00% |
12/07/2024 | 1,73% | 0,60 CHF | 0,61 CHF | 79 000 | 79 000 | 79 913 | 79 913 | 45 766 CHF | 46 565 CHF | 99,99% | 99,99% |
11/07/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 80 000 | 80 000 | 80 554 | 80 554 | 43 672 CHF | 44 478 CHF | 99,83% | 99,83% |
10/07/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 81 000 | 81 000 | 81 488 | 81 488 | 40 241 CHF | 41 056 CHF | 100,00% | 100,00% |
09/07/2024 | 1,89% | 0,50 CHF | 0,51 CHF | 82 000 | 82 000 | 80 713 | 80 713 | 42 555 CHF | 43 363 CHF | 99,74% | 99,74% |
08/07/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 81 000 | 81 000 | 80 314 | 80 314 | 44 240 CHF | 45 043 CHF | 100,00% | 100,00% |
05/07/2024 | 1,64% | 0,54 CHF | 0,55 CHF | 81 000 | 81 000 | 79 284 | 79 284 | 47 955 CHF | 48 748 CHF | 99,81% | 99,81% |
04/07/2024 | 1,74% | 0,58 CHF | 0,59 CHF | 80 000 | 80 000 | 80 003 | 80 003 | 45 475 CHF | 46 275 CHF | 100,00% | 100,00% |
03/07/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 80 000 | 80 000 | 80 609 | 80 609 | 43 912 CHF | 44 718 CHF | 100,00% | 100,00% |