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 | 6,42% | 0,14 CHF | 0,16 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 21 661 CHF | 23 096 CHF | 100,00% | 100,00% |
15/07/2024 | 5,88% | 0,18 CHF | 0,19 CHF | 140 000 | 140 000 | 142 885 | 142 885 | 23 617 CHF | 25 045 CHF | 100,00% | 100,00% |
12/07/2024 | 5,72% | 0,20 CHF | 0,21 CHF | 140 000 | 140 000 | 141 565 | 141 565 | 24 220 CHF | 25 635 CHF | 100,00% | 100,00% |
11/07/2024 | 5,14% | 0,19 CHF | 0,20 CHF | 140 000 | 140 000 | 139 892 | 139 892 | 26 597 CHF | 27 997 CHF | 99,68% | 99,68% |
10/07/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 140 000 | 140 000 | 137 948 | 137 948 | 30 301 CHF | 31 681 CHF | 100,00% | 100,00% |
09/07/2024 | 4,25% | 0,22 CHF | 0,23 CHF | 140 000 | 140 000 | 136 593 | 136 593 | 31 477 CHF | 32 843 CHF | 99,73% | 99,73% |
08/07/2024 | 3,86% | 0,24 CHF | 0,25 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 34 407 CHF | 35 761 CHF | 100,00% | 100,00% |
05/07/2024 | 4,01% | 0,24 CHF | 0,25 CHF | 136 000 | 136 000 | 135 449 | 135 449 | 33 145 CHF | 34 499 CHF | 99,81% | 99,81% |
04/07/2024 | 4,41% | 0,23 CHF | 0,24 CHF | 136 000 | 136 000 | 137 904 | 137 904 | 30 615 CHF | 31 995 CHF | 100,00% | 100,00% |
03/07/2024 | 4,76% | 0,23 CHF | 0,24 CHF | 136 000 | 136 000 | 139 183 | 139 183 | 28 617 CHF | 30 008 CHF | 100,00% | 100,00% |