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 | 4,66% | 0,57 CHF | 0,58 CHF | 150 000 | 150 000 | 69 091 | 69 091 | 35 338 CHF | 36 592 CHF | 97,05% | 97,05% |
15/07/2024 | 4,25% | 0,50 CHF | 0,51 CHF | 155 000 | 155 000 | 69 461 | 69 461 | 36 343 CHF | 37 603 CHF | 100,00% | 100,00% |
12/07/2024 | 4,15% | 0,51 CHF | 0,52 CHF | 155 000 | 155 000 | 68 430 | 68 430 | 37 056 CHF | 38 292 CHF | 99,98% | 99,98% |
11/07/2024 | 4,05% | 0,60 CHF | 0,61 CHF | 150 000 | 150 000 | 67 389 | 67 389 | 38 342 CHF | 39 565 CHF | 99,83% | 99,83% |
10/07/2024 | 4,08% | 0,57 CHF | 0,58 CHF | 150 000 | 150 000 | 67 390 | 67 390 | 38 020 CHF | 39 244 CHF | 100,00% | 100,00% |
09/07/2024 | 4,99% | 0,59 CHF | 0,60 CHF | 150 000 | 150 000 | 67 451 | 67 451 | 40 276 CHF | 41 833 CHF | 99,74% | 99,74% |
08/07/2024 | 4,25% | 0,69 CHF | 0,70 CHF | 145 000 | 145 000 | 66 582 | 66 582 | 42 424 CHF | 43 799 CHF | 99,92% | 99,92% |
05/07/2024 | 3,96% | 0,59 CHF | 0,60 CHF | 150 000 | 150 000 | 67 207 | 67 207 | 38 636 CHF | 39 859 CHF | 99,70% | 99,70% |
04/07/2024 | 4,78% | 0,59 CHF | 0,61 CHF | 60 000 | 60 000 | 48 305 | 48 305 | 28 489 CHF | 29 793 CHF | 99,95% | 99,95% |
03/07/2024 | 5,04% | 0,58 CHF | 0,59 CHF | 150 000 | 150 000 | 67 368 | 67 368 | 39 653 CHF | 41 223 CHF | 100,00% | 100,00% |