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 | 3,31% | 0,53 CHF | 0,55 CHF | 72 000 | 72 000 | 72 621 | 72 621 | 43 240 CHF | 44 693 CHF | 100,00% | 100,00% |
15/07/2024 | 3,52% | 0,60 CHF | 0,62 CHF | 73 000 | 73 000 | 72 104 | 72 104 | 40 369 CHF | 41 811 CHF | 100,00% | 100,00% |
12/07/2024 | 3,42% | 0,54 CHF | 0,56 CHF | 72 000 | 72 000 | 72 088 | 72 088 | 41 476 CHF | 42 917 CHF | 100,00% | 100,00% |
11/07/2024 | 3,10% | 0,58 CHF | 0,60 CHF | 72 000 | 72 000 | 72 853 | 72 853 | 46 458 CHF | 47 916 CHF | 99,99% | 99,99% |
10/07/2024 | 2,71% | 0,71 CHF | 0,73 CHF | 74 000 | 74 000 | 74 011 | 74 011 | 53 928 CHF | 55 408 CHF | 100,00% | 100,00% |
09/07/2024 | 2,75% | 0,77 CHF | 0,79 CHF | 75 000 | 75 000 | 74 164 | 74 164 | 53 251 CHF | 54 735 CHF | 99,78% | 99,78% |
08/07/2024 | 2,75% | 0,73 CHF | 0,75 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 53 094 CHF | 54 574 CHF | 99,26% | 99,26% |
05/07/2024 | 2,91% | 0,72 CHF | 0,74 CHF | 74 000 | 74 000 | 73 459 | 73 459 | 49 838 CHF | 51 307 CHF | 100,00% | 100,00% |
04/07/2024 | 2,81% | 0,69 CHF | 0,71 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 51 979 CHF | 53 459 CHF | 99,59% | 99,59% |
03/07/2024 | 2,70% | 0,73 CHF | 0,75 CHF | 74 000 | 74 000 | 74 241 | 74 241 | 54 197 CHF | 55 682 CHF | 100,00% | 100,00% |