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 | 2,29% | 0,41 CHF | 0,42 CHF | 120 000 | 120 000 | 65 767 | 65 767 | 29 144 CHF | 29 807 CHF | 99,84% | 99,84% |
15/07/2024 | 2,28% | 0,44 CHF | 0,45 CHF | 120 000 | 120 000 | 66 147 | 66 147 | 29 408 CHF | 30 071 CHF | 100,00% | 100,00% |
12/07/2024 | 2,08% | 0,46 CHF | 0,47 CHF | 120 000 | 120 000 | 66 493 | 66 493 | 32 211 CHF | 32 878 CHF | 99,94% | 99,94% |
11/07/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 120 000 | 120 000 | 65 633 | 65 633 | 32 364 CHF | 33 027 CHF | 99,43% | 99,43% |
10/07/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 130 000 | 130 000 | 70 611 | 70 611 | 36 810 CHF | 37 518 CHF | 99,84% | 99,84% |
09/07/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 130 000 | 130 000 | 71 719 | 71 719 | 39 236 CHF | 39 955 CHF | 99,65% | 99,65% |
08/07/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 130 000 | 130 000 | 71 529 | 71 529 | 39 381 CHF | 40 099 CHF | 100,00% | 100,00% |
05/07/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 130 000 | 130 000 | 71 459 | 71 459 | 38 135 CHF | 38 851 CHF | 99,53% | 99,53% |
04/07/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 65 000 | 65 000 | 58 017 | 58 017 | 32 079 CHF | 32 660 CHF | 98,93% | 98,93% |
03/07/2024 | 1,71% | 0,55 CHF | 0,56 CHF | 130 000 | 130 000 | 70 306 | 70 306 | 41 231 CHF | 41 935 CHF | 98,22% | 98,22% |