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 | 2,95% | 0,32 CHF | 0,33 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 96 973 CHF | 99 873 CHF | 100,00% | 100,00% |
15/07/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 94 430 CHF | 97 330 CHF | 100,00% | 100,00% |
12/07/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 290 000 | 290 000 | 294 017 | 294 017 | 107 923 CHF | 110 863 CHF | 100,00% | 100,00% |
11/07/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 300 000 | 300 000 | 299 830 | 299 830 | 117 604 CHF | 120 604 CHF | 99,99% | 99,99% |
10/07/2024 | 2,25% | 0,41 CHF | 0,42 CHF | 300 000 | 300 000 | 300 012 | 300 012 | 131 849 CHF | 134 849 CHF | 100,00% | 100,00% |
09/07/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 310 000 | 310 000 | 305 575 | 305 575 | 138 682 CHF | 141 741 CHF | 99,74% | 99,74% |
08/07/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 146 641 CHF | 149 741 CHF | 99,27% | 99,27% |
05/07/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 310 000 | 310 000 | 305 924 | 305 924 | 139 545 CHF | 142 604 CHF | 100,00% | 100,00% |
04/07/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 151 228 CHF | 154 328 CHF | 99,55% | 99,55% |
03/07/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 300 000 | 300 000 | 300 108 | 300 108 | 131 464 CHF | 134 465 CHF | 100,00% | 100,00% |