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 | 4,68% | 0,35 CHF | 0,37 CHF | 72 000 | 72 000 | 72 621 | 72 621 | 30 465 CHF | 31 917 CHF | 100,00% | 100,00% |
15/07/2024 | 5,09% | 0,43 CHF | 0,45 CHF | 73 000 | 73 000 | 72 104 | 72 104 | 27 740 CHF | 29 182 CHF | 100,00% | 100,00% |
12/07/2024 | 4,89% | 0,36 CHF | 0,38 CHF | 72 000 | 72 000 | 72 088 | 72 088 | 28 827 CHF | 30 268 CHF | 100,00% | 100,00% |
11/07/2024 | 4,24% | 0,40 CHF | 0,42 CHF | 72 000 | 72 000 | 72 853 | 72 853 | 33 780 CHF | 35 238 CHF | 99,99% | 99,99% |
10/07/2024 | 3,55% | 0,54 CHF | 0,56 CHF | 74 000 | 74 000 | 74 011 | 74 011 | 40 979 CHF | 42 459 CHF | 100,00% | 100,00% |
09/07/2024 | 3,62% | 0,59 CHF | 0,61 CHF | 75 000 | 75 000 | 74 164 | 74 164 | 40 264 CHF | 41 747 CHF | 99,73% | 99,73% |
08/07/2024 | 3,63% | 0,55 CHF | 0,57 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 40 050 CHF | 41 530 CHF | 99,29% | 99,29% |
05/07/2024 | 3,90% | 0,54 CHF | 0,56 CHF | 74 000 | 74 000 | 73 459 | 73 459 | 37 004 CHF | 38 474 CHF | 100,00% | 100,00% |
04/07/2024 | 3,73% | 0,52 CHF | 0,54 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 38 975 CHF | 40 455 CHF | 99,61% | 99,61% |
03/07/2024 | 3,55% | 0,55 CHF | 0,57 CHF | 74 000 | 74 000 | 74 241 | 74 241 | 41 109 CHF | 42 594 CHF | 100,00% | 100,00% |