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 | 1,89% | 0,53 CHF | 0,54 CHF | 150 000 | 150 000 | 145 050 | 145 050 | 76 549 CHF | 78 007 CHF | 100,00% | 100,00% |
16/07/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 150 000 | 150 000 | 143 502 | 143 502 | 75 510 CHF | 76 945 CHF | 100,00% | 100,00% |
15/07/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 146 000 | 146 000 | 139 725 | 139 725 | 68 855 CHF | 70 253 CHF | 100,00% | 100,00% |
12/07/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 142 000 | 142 000 | 138 304 | 138 304 | 65 065 CHF | 66 448 CHF | 100,00% | 100,00% |
11/07/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 142 000 | 142 000 | 138 249 | 138 249 | 64 839 CHF | 66 223 CHF | 100,00% | 100,00% |
10/07/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 142 000 | 142 000 | 139 500 | 139 500 | 66 005 CHF | 67 400 CHF | 100,00% | 100,00% |
09/07/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 146 000 | 146 000 | 139 288 | 139 288 | 64 942 CHF | 66 334 CHF | 100,00% | 100,00% |
08/07/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 142 000 | 142 000 | 138 308 | 138 308 | 63 921 CHF | 65 304 CHF | 100,00% | 100,00% |
05/07/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 142 000 | 142 000 | 138 293 | 138 293 | 62 200 CHF | 63 583 CHF | 99,81% | 99,81% |
04/07/2024 | 2,14% | 0,46 CHF | 0,47 CHF | 142 000 | 142 000 | 138 290 | 138 290 | 63 810 CHF | 65 193 CHF | 99,49% | 99,49% |