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 | 3,28% | 0,33 CHF | 0,35 CHF | 111 214 | 25 000 | 111 790 | 25 000 | 41 776 CHF | 9 652 CHF | 100,00% | 100,00% |
15/07/2024 | 4,65% | 0,30 CHF | 0,31 CHF | 110 650 | 25 000 | 109 878 | 25 000 | 27 363 CHF | 6 517 CHF | 95,22% | 95,22% |
12/07/2024 | 4,51% | 0,20 CHF | 0,21 CHF | 109 260 | 25 000 | 110 074 | 25 000 | 28 058 CHF | 6 662 CHF | 99,01% | 99,01% |
11/07/2024 | 2,94% | 0,27 CHF | 0,28 CHF | 110 167 | 25 000 | 111 618 | 25 000 | 39 793 CHF | 9 169 CHF | 99,09% | 99,09% |
10/07/2024 | 2,81% | 0,46 CHF | 0,47 CHF | 110 000 | 25 000 | 112 311 | 25 000 | 48 151 CHF | 11 025 CHF | 100,00% | 100,00% |
09/07/2024 | 3,82% | 0,36 CHF | 0,37 CHF | 111 739 | 25 000 | 111 169 | 25 000 | 34 736 CHF | 8 109 CHF | 100,00% | 100,00% |
08/07/2024 | 3,58% | 0,33 CHF | 0,34 CHF | 111 236 | 25 000 | 110 998 | 25 000 | 35 573 CHF | 8 300 CHF | 100,00% | 100,00% |
05/07/2024 | 3,37% | 0,39 CHF | 0,40 CHF | 112 178 | 25 000 | 111 621 | 25 000 | 38 399 CHF | 8 891 CHF | 98,73% | 98,73% |
04/07/2024 | 3,46% | 0,30 CHF | 0,31 CHF | 111 214 | 25 000 | 111 922 | 25 000 | 38 697 CHF | 8 945 CHF | 100,00% | 100,00% |
03/07/2024 | 3,39% | 0,44 CHF | 0,45 CHF | 113 309 | 25 000 | 111 862 | 25 000 | 39 226 CHF | 9 064 CHF | 99,73% | 99,73% |