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 | 2,60% | 0,39 CHF | 0,40 CHF | 66 200 | 66 200 | 65 862 | 65 862 | 25 209 CHF | 25 870 CHF | 100,00% | 100,00% |
16/07/2024 | 2,62% | 0,39 CHF | 0,40 CHF | 62 400 | 62 400 | 62 145 | 62 145 | 23 403 CHF | 24 025 CHF | 100,00% | 100,00% |
15/07/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 58 100 | 58 100 | 60 122 | 60 122 | 25 020 CHF | 25 622 CHF | 100,00% | 100,00% |
12/07/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 57 900 | 57 900 | 57 661 | 57 661 | 25 909 CHF | 26 486 CHF | 100,00% | 100,00% |
11/07/2024 | 2,33% | 0,44 CHF | 0,45 CHF | 59 500 | 59 500 | 61 033 | 61 033 | 25 938 CHF | 26 549 CHF | 100,00% | 100,00% |
10/07/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 62 600 | 62 600 | 61 312 | 61 312 | 26 141 CHF | 26 754 CHF | 100,00% | 100,00% |
09/07/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 58 000 | 58 000 | 57 123 | 57 123 | 24 539 CHF | 25 110 CHF | 100,00% | 100,00% |
08/07/2024 | 2,19% | 0,47 CHF | 0,48 CHF | 52 800 | 52 800 | 52 582 | 52 582 | 23 748 CHF | 24 274 CHF | 100,00% | 100,00% |
05/07/2024 | 1,90% | 0,49 CHF | 0,50 CHF | 50 600 | 50 600 | 48 852 | 48 852 | 25 548 CHF | 26 036 CHF | 99,80% | 99,80% |
04/07/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 48 100 | 48 100 | 47 972 | 47 972 | 25 050 CHF | 25 530 CHF | 99,49% | 99,49% |