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 | 2,64% | 0,40 CHF | 0,41 CHF | 36 000 | 36 000 | 36 122 | 36 122 | 13 538 CHF | 13 899 CHF | 100,00% | 100,00% |
15/07/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 34 300 | 34 300 | 34 300 | 34 300 | 13 237 CHF | 13 580 CHF | 100,00% | 100,00% |
12/07/2024 | 2,47% | 0,43 CHF | 0,44 CHF | 36 300 | 36 300 | 36 300 | 36 300 | 14 535 CHF | 14 898 CHF | 100,00% | 100,00% |
11/07/2024 | 2,73% | 0,40 CHF | 0,41 CHF | 40 400 | 40 400 | 41 152 | 41 152 | 14 896 CHF | 15 307 CHF | 99,83% | 99,83% |
10/07/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 48 700 | 48 700 | 48 700 | 48 700 | 16 406 CHF | 16 893 CHF | 100,00% | 100,00% |
09/07/2024 | 2,97% | 0,30 CHF | 0,31 CHF | 32 600 | 32 600 | 32 615 | 32 615 | 10 855 CHF | 11 181 CHF | 99,73% | 99,73% |
08/07/2024 | 2,19% | 0,43 CHF | 0,44 CHF | 28 900 | 28 900 | 28 900 | 28 900 | 13 082 CHF | 13 371 CHF | 100,00% | 100,00% |
05/07/2024 | 1,77% | 0,52 CHF | 0,53 CHF | 26 600 | 26 600 | 25 870 | 25 870 | 14 528 CHF | 14 787 CHF | 99,81% | 99,81% |
04/07/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 26 400 | 26 400 | 26 451 | 26 451 | 14 449 CHF | 14 714 CHF | 100,00% | 100,00% |
03/07/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 30 100 | 30 100 | 30 369 | 30 369 | 16 008 CHF | 16 311 CHF | 100,00% | 100,00% |