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 | 2,74% | 0,36 CHF | 0,37 CHF | 240 000 | 240 000 | 239 019 | 239 019 | 85 980 CHF | 88 371 CHF | 100,00% | 100,00% |
15/07/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 235 000 | 235 000 | 234 827 | 234 827 | 90 652 CHF | 93 000 CHF | 100,00% | 100,00% |
12/07/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 235 000 | 235 000 | 236 272 | 236 272 | 90 754 CHF | 93 116 CHF | 100,00% | 100,00% |
11/07/2024 | 2,70% | 0,38 CHF | 0,39 CHF | 240 000 | 240 000 | 238 876 | 238 876 | 87 464 CHF | 89 854 CHF | 100,00% | 100,00% |
10/07/2024 | 2,90% | 0,36 CHF | 0,37 CHF | 240 000 | 240 000 | 241 798 | 241 798 | 82 431 CHF | 84 849 CHF | 100,00% | 100,00% |
09/07/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 240 000 | 240 000 | 239 382 | 239 382 | 84 840 CHF | 87 234 CHF | 100,00% | 100,00% |
08/07/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 240 000 | 240 000 | 239 010 | 239 010 | 87 079 CHF | 89 469 CHF | 99,99% | 99,99% |
05/07/2024 | 2,60% | 0,36 CHF | 0,37 CHF | 240 000 | 240 000 | 238 562 | 238 562 | 90 792 CHF | 93 177 CHF | 99,81% | 99,81% |
04/07/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 240 000 | 240 000 | 238 844 | 238 844 | 90 036 CHF | 92 424 CHF | 99,49% | 99,49% |
03/07/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 240 000 | 240 000 | 239 004 | 239 004 | 86 791 CHF | 89 181 CHF | 99,35% | 99,35% |