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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 150 000 | 150 000 | 145 047 | 145 047 | 67 518 CHF | 68 976 CHF | 100,00% | 100,00% |
16/07/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 150 000 | 150 000 | 143 502 | 143 502 | 66 374 CHF | 67 809 CHF | 100,00% | 100,00% |
15/07/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 146 000 | 146 000 | 139 725 | 139 725 | 60 001 CHF | 61 399 CHF | 100,00% | 100,00% |
12/07/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 142 000 | 142 000 | 138 304 | 138 304 | 56 538 CHF | 57 921 CHF | 100,00% | 100,00% |
11/07/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 142 000 | 142 000 | 138 247 | 138 247 | 56 152 CHF | 57 535 CHF | 100,00% | 100,00% |
10/07/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 142 000 | 142 000 | 139 499 | 139 499 | 57 524 CHF | 58 919 CHF | 100,00% | 100,00% |
09/07/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 146 000 | 146 000 | 139 289 | 139 289 | 56 333 CHF | 57 726 CHF | 100,00% | 100,00% |
08/07/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 142 000 | 142 000 | 138 308 | 138 308 | 55 315 CHF | 56 698 CHF | 100,00% | 100,00% |
05/07/2024 | 2,55% | 0,40 CHF | 0,41 CHF | 142 000 | 142 000 | 138 293 | 138 293 | 53 601 CHF | 54 984 CHF | 99,82% | 99,82% |
04/07/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 142 000 | 142 000 | 138 290 | 138 290 | 55 191 CHF | 56 574 CHF | 99,50% | 99,50% |