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 | 2,07% | 0,72 CHF | 0,73 CHF | 200 000 | 200 000 | 95 064 | 95 064 | 69 740 CHF | 71 048 CHF | 99,90% | 99,90% |
15/07/2024 | 2,01% | 0,78 CHF | 0,79 CHF | 190 000 | 190 000 | 93 569 | 93 569 | 71 119 CHF | 72 409 CHF | 99,07% | 99,07% |
12/07/2024 | 2,31% | 0,76 CHF | 0,77 CHF | 190 000 | 190 000 | 96 426 | 96 426 | 66 407 CHF | 67 745 CHF | 100,00% | 100,00% |
11/07/2024 | 2,04% | 0,70 CHF | 0,71 CHF | 200 000 | 200 000 | 94 046 | 94 046 | 70 230 CHF | 71 531 CHF | 100,00% | 100,00% |
10/07/2024 | 2,03% | 0,76 CHF | 0,77 CHF | 190 000 | 190 000 | 93 155 | 93 155 | 70 319 CHF | 71 609 CHF | 100,00% | 100,00% |
09/07/2024 | 1,94% | 0,70 CHF | 0,71 CHF | 200 000 | 200 000 | 95 322 | 95 322 | 72 638 CHF | 73 946 CHF | 98,82% | 98,82% |
08/07/2024 | 2,55% | 0,66 CHF | 0,67 CHF | 200 000 | 200 000 | 97 423 | 97 423 | 61 285 CHF | 62 640 CHF | 100,00% | 100,00% |
05/07/2024 | 3,27% | 0,53 CHF | 0,54 CHF | 210 000 | 210 000 | 103 020 | 103 020 | 48 560 CHF | 49 983 CHF | 98,97% | 98,97% |
04/07/2024 | 3,26% | 0,46 CHF | 0,47 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 34 162 CHF | 35 297 CHF | 99,45% | 99,45% |
03/07/2024 | 3,40% | 0,45 CHF | 0,46 CHF | 210 000 | 210 000 | 103 139 | 103 139 | 46 038 CHF | 47 466 CHF | 99,64% | 99,64% |