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 | 4,23% | 0,62 CHF | 0,63 CHF | 150 000 | 150 000 | 69 076 | 69 076 | 38 926 CHF | 40 181 CHF | 97,03% | 97,03% |
15/07/2024 | 3,89% | 0,55 CHF | 0,56 CHF | 155 000 | 155 000 | 69 455 | 69 455 | 39 896 CHF | 41 156 CHF | 99,99% | 99,99% |
12/07/2024 | 3,79% | 0,56 CHF | 0,57 CHF | 155 000 | 155 000 | 68 428 | 68 428 | 40 666 CHF | 41 902 CHF | 99,98% | 99,98% |
11/07/2024 | 3,72% | 0,65 CHF | 0,66 CHF | 150 000 | 150 000 | 67 384 | 67 384 | 41 861 CHF | 43 085 CHF | 99,81% | 99,81% |
10/07/2024 | 3,74% | 0,62 CHF | 0,63 CHF | 150 000 | 150 000 | 67 412 | 67 412 | 41 507 CHF | 42 731 CHF | 100,00% | 100,00% |
09/07/2024 | 4,61% | 0,64 CHF | 0,65 CHF | 150 000 | 150 000 | 67 442 | 67 442 | 43 784 CHF | 45 342 CHF | 99,77% | 99,77% |
08/07/2024 | 3,93% | 0,74 CHF | 0,75 CHF | 145 000 | 145 000 | 66 586 | 66 586 | 45 852 CHF | 47 227 CHF | 99,92% | 99,92% |
05/07/2024 | 3,64% | 0,64 CHF | 0,65 CHF | 150 000 | 150 000 | 67 200 | 67 200 | 42 076 CHF | 43 299 CHF | 99,70% | 99,70% |
04/07/2024 | 4,40% | 0,64 CHF | 0,66 CHF | 60 000 | 60 000 | 48 305 | 48 305 | 30 974 CHF | 32 278 CHF | 99,95% | 99,95% |
03/07/2024 | 4,64% | 0,63 CHF | 0,64 CHF | 150 000 | 150 000 | 67 367 | 67 367 | 43 184 CHF | 44 754 CHF | 100,00% | 100,00% |