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 | 2,02% | 0,50 CHF | 0,51 CHF | 116 000 | 116 000 | 114 866 | 114 866 | 56 412 CHF | 57 561 CHF | 99,99% | 99,99% |
15/07/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 114 000 | 114 000 | 113 481 | 113 481 | 63 587 CHF | 64 722 CHF | 100,00% | 100,00% |
12/07/2024 | 1,60% | 0,65 CHF | 0,66 CHF | 112 000 | 112 000 | 111 526 | 111 526 | 69 088 CHF | 70 203 CHF | 100,00% | 100,00% |
11/07/2024 | 1,77% | 0,60 CHF | 0,61 CHF | 112 000 | 112 000 | 113 318 | 113 318 | 63 728 CHF | 64 862 CHF | 99,98% | 99,98% |
10/07/2024 | 2,15% | 0,54 CHF | 0,55 CHF | 114 000 | 114 000 | 115 903 | 115 903 | 53 910 CHF | 55 069 CHF | 100,00% | 100,00% |
09/07/2024 | 2,27% | 0,42 CHF | 0,43 CHF | 118 000 | 118 000 | 116 883 | 116 883 | 50 897 CHF | 52 066 CHF | 100,00% | 100,00% |
08/07/2024 | 2,29% | 0,41 CHF | 0,42 CHF | 118 000 | 118 000 | 117 466 | 117 466 | 50 801 CHF | 51 976 CHF | 99,99% | 99,99% |
05/07/2024 | 2,09% | 0,43 CHF | 0,44 CHF | 118 000 | 118 000 | 115 872 | 115 872 | 54 861 CHF | 56 020 CHF | 99,81% | 99,81% |
04/07/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 116 000 | 116 000 | 115 890 | 115 890 | 53 373 CHF | 54 532 CHF | 99,49% | 99,49% |
03/07/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 116 000 | 116 000 | 115 519 | 115 519 | 57 045 CHF | 58 201 CHF | 99,35% | 99,35% |