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 | 3,59% | 0,72 CHF | 0,73 CHF | 150 000 | 150 000 | 69 083 | 69 083 | 45 751 CHF | 47 006 CHF | 97,03% | 97,03% |
15/07/2024 | 3,33% | 0,65 CHF | 0,66 CHF | 155 000 | 155 000 | 69 462 | 69 462 | 46 802 CHF | 48 061 CHF | 100,00% | 100,00% |
12/07/2024 | 3,27% | 0,66 CHF | 0,67 CHF | 155 000 | 155 000 | 68 429 | 68 429 | 47 422 CHF | 48 657 CHF | 99,98% | 99,98% |
11/07/2024 | 3,21% | 0,75 CHF | 0,76 CHF | 150 000 | 150 000 | 67 391 | 67 391 | 48 470 CHF | 49 694 CHF | 99,82% | 99,82% |
10/07/2024 | 3,23% | 0,72 CHF | 0,73 CHF | 150 000 | 150 000 | 67 411 | 67 411 | 48 186 CHF | 49 409 CHF | 100,00% | 100,00% |
09/07/2024 | 4,01% | 0,74 CHF | 0,75 CHF | 150 000 | 150 000 | 67 441 | 67 441 | 50 468 CHF | 52 026 CHF | 99,77% | 99,77% |
08/07/2024 | 3,42% | 0,84 CHF | 0,85 CHF | 145 000 | 145 000 | 66 586 | 66 586 | 52 429 CHF | 53 803 CHF | 99,92% | 99,92% |
05/07/2024 | 3,15% | 0,74 CHF | 0,75 CHF | 150 000 | 150 000 | 67 200 | 67 200 | 48 761 CHF | 49 984 CHF | 99,70% | 99,70% |
04/07/2024 | 3,82% | 0,74 CHF | 0,76 CHF | 60 000 | 60 000 | 48 305 | 48 305 | 35 775 CHF | 37 079 CHF | 99,95% | 99,95% |
03/07/2024 | 4,04% | 0,73 CHF | 0,74 CHF | 150 000 | 150 000 | 67 367 | 67 367 | 49 853 CHF | 51 423 CHF | 100,00% | 100,00% |