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 | 3,55% | 0,27 CHF | 0,28 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 39 710 CHF | 41 144 CHF | 100,00% | 100,00% |
15/07/2024 | 3,40% | 0,30 CHF | 0,31 CHF | 140 000 | 140 000 | 142 885 | 142 885 | 41 281 CHF | 42 710 CHF | 100,00% | 100,00% |
12/07/2024 | 3,34% | 0,32 CHF | 0,33 CHF | 140 000 | 140 000 | 141 566 | 141 566 | 41 749 CHF | 43 165 CHF | 100,00% | 100,00% |
11/07/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 140 000 | 140 000 | 139 897 | 139 897 | 43 766 CHF | 45 166 CHF | 99,82% | 99,82% |
10/07/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 140 000 | 140 000 | 137 948 | 137 948 | 47 317 CHF | 48 697 CHF | 100,00% | 100,00% |
09/07/2024 | 2,79% | 0,34 CHF | 0,35 CHF | 140 000 | 140 000 | 136 592 | 136 592 | 48 255 CHF | 49 621 CHF | 99,76% | 99,76% |
08/07/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 50 965 CHF | 52 319 CHF | 100,00% | 100,00% |
05/07/2024 | 2,69% | 0,37 CHF | 0,38 CHF | 136 000 | 136 000 | 135 449 | 135 449 | 49 725 CHF | 51 079 CHF | 99,81% | 99,81% |
04/07/2024 | 2,86% | 0,36 CHF | 0,37 CHF | 136 000 | 136 000 | 137 904 | 137 904 | 47 525 CHF | 48 904 CHF | 100,00% | 100,00% |
03/07/2024 | 3,00% | 0,35 CHF | 0,36 CHF | 136 000 | 136 000 | 139 183 | 139 183 | 45 730 CHF | 47 122 CHF | 100,00% | 100,00% |