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 | 2,80% | 0,34 CHF | 0,35 CHF | 48 000 | 48 000 | 48 003 | 48 003 | 16 913 CHF | 17 393 CHF | 100,00% | 100,00% |
15/07/2024 | 3,48% | 0,30 CHF | 0,31 CHF | 47 000 | 47 000 | 47 170 | 47 170 | 13 363 CHF | 13 835 CHF | 100,00% | 100,00% |
12/07/2024 | 3,73% | 0,26 CHF | 0,27 CHF | 47 000 | 47 000 | 47 000 | 47 000 | 12 355 CHF | 12 825 CHF | 100,00% | 100,00% |
11/07/2024 | 3,95% | 0,26 CHF | 0,27 CHF | 47 000 | 47 000 | 46 975 | 46 975 | 11 671 CHF | 12 141 CHF | 99,99% | 99,99% |
10/07/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 47 000 | 47 000 | 47 000 | 47 000 | 12 577 CHF | 13 047 CHF | 100,00% | 100,00% |
09/07/2024 | 3,96% | 0,29 CHF | 0,30 CHF | 47 000 | 47 000 | 46 944 | 46 944 | 11 651 CHF | 12 121 CHF | 100,00% | 100,00% |
08/07/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 46 000 | 46 000 | 46 303 | 46 303 | 10 748 CHF | 11 211 CHF | 100,00% | 100,00% |
05/07/2024 | 3,43% | 0,27 CHF | 0,28 CHF | 47 000 | 47 000 | 47 174 | 47 174 | 13 564 CHF | 14 035 CHF | 100,00% | 100,00% |
04/07/2024 | 3,13% | 0,33 CHF | 0,34 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 15 125 CHF | 15 605 CHF | 100,00% | 100,00% |
03/07/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 15 567 CHF | 16 047 CHF | 100,00% | 100,00% |