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 | 3,69% | 0,26 CHF | 0,27 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 38 159 CHF | 39 593 CHF | 100,00% | 100,00% |
15/07/2024 | 3,55% | 0,29 CHF | 0,30 CHF | 140 000 | 140 000 | 142 885 | 142 885 | 39 581 CHF | 41 010 CHF | 100,00% | 100,00% |
12/07/2024 | 3,47% | 0,31 CHF | 0,32 CHF | 140 000 | 140 000 | 141 566 | 141 566 | 40 172 CHF | 41 587 CHF | 100,00% | 100,00% |
11/07/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 140 000 | 140 000 | 139 883 | 139 883 | 42 227 CHF | 43 626 CHF | 99,63% | 99,63% |
10/07/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 140 000 | 140 000 | 137 948 | 137 948 | 45 791 CHF | 47 171 CHF | 100,00% | 100,00% |
09/07/2024 | 2,86% | 0,33 CHF | 0,34 CHF | 140 000 | 140 000 | 136 594 | 136 594 | 47 116 CHF | 48 482 CHF | 99,73% | 99,73% |
08/07/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 49 781 CHF | 51 135 CHF | 100,00% | 100,00% |
05/07/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 136 000 | 136 000 | 135 450 | 135 450 | 48 302 CHF | 49 656 CHF | 99,81% | 99,81% |
04/07/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 136 000 | 136 000 | 137 905 | 137 905 | 46 004 CHF | 47 383 CHF | 100,00% | 100,00% |
03/07/2024 | 3,10% | 0,34 CHF | 0,35 CHF | 136 000 | 136 000 | 139 184 | 139 184 | 44 216 CHF | 45 608 CHF | 100,00% | 100,00% |