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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 145 062 | 145 062 | 51 420 CHF | 52 877 CHF | 100,00% | 100,00% |
16/07/2024 | 2,81% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 143 502 | 143 502 | 50 438 CHF | 51 873 CHF | 100,00% | 100,00% |
15/07/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 146 000 | 146 000 | 139 725 | 139 725 | 44 457 CHF | 45 854 CHF | 100,00% | 100,00% |
12/07/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 142 000 | 142 000 | 138 304 | 138 304 | 41 121 CHF | 42 504 CHF | 100,00% | 100,00% |
11/07/2024 | 3,33% | 0,30 CHF | 0,31 CHF | 142 000 | 142 000 | 138 252 | 138 252 | 40 916 CHF | 42 300 CHF | 100,00% | 100,00% |
10/07/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 142 000 | 142 000 | 139 500 | 139 500 | 42 142 CHF | 43 537 CHF | 100,00% | 100,00% |
09/07/2024 | 3,34% | 0,30 CHF | 0,31 CHF | 146 000 | 146 000 | 139 288 | 139 288 | 40 993 CHF | 42 386 CHF | 100,00% | 100,00% |
08/07/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 142 000 | 142 000 | 138 308 | 138 308 | 40 089 CHF | 41 472 CHF | 100,00% | 100,00% |
05/07/2024 | 3,54% | 0,28 CHF | 0,29 CHF | 142 000 | 142 000 | 138 293 | 138 293 | 38 369 CHF | 39 752 CHF | 99,81% | 99,81% |
04/07/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 142 000 | 142 000 | 138 290 | 138 290 | 39 987 CHF | 41 370 CHF | 99,49% | 99,49% |