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 | 3,39% | 0,30 CHF | 0,31 CHF | 116 000 | 116 000 | 114 866 | 114 866 | 33 383 CHF | 34 531 CHF | 99,99% | 99,99% |
15/07/2024 | 2,74% | 0,34 CHF | 0,35 CHF | 114 000 | 114 000 | 113 481 | 113 481 | 40 891 CHF | 42 026 CHF | 100,00% | 100,00% |
12/07/2024 | 2,36% | 0,45 CHF | 0,46 CHF | 112 000 | 112 000 | 111 526 | 111 526 | 46 799 CHF | 47 914 CHF | 100,00% | 100,00% |
11/07/2024 | 2,73% | 0,40 CHF | 0,41 CHF | 112 000 | 112 000 | 113 314 | 113 314 | 41 121 CHF | 42 255 CHF | 100,00% | 100,00% |
10/07/2024 | 3,77% | 0,34 CHF | 0,35 CHF | 114 000 | 114 000 | 115 903 | 115 903 | 31 042 CHF | 32 201 CHF | 100,00% | 100,00% |
09/07/2024 | 4,12% | 0,23 CHF | 0,24 CHF | 118 000 | 118 000 | 116 883 | 116 883 | 27 885 CHF | 29 054 CHF | 100,00% | 100,00% |
08/07/2024 | 4,16% | 0,22 CHF | 0,23 CHF | 118 000 | 118 000 | 117 466 | 117 466 | 27 673 CHF | 28 848 CHF | 100,00% | 100,00% |
05/07/2024 | 3,59% | 0,24 CHF | 0,25 CHF | 118 000 | 118 000 | 115 872 | 115 872 | 31 835 CHF | 32 993 CHF | 99,81% | 99,81% |
04/07/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 116 000 | 116 000 | 115 890 | 115 890 | 30 337 CHF | 31 496 CHF | 99,49% | 99,49% |
03/07/2024 | 3,34% | 0,29 CHF | 0,30 CHF | 116 000 | 116 000 | 115 519 | 115 519 | 34 067 CHF | 35 222 CHF | 99,36% | 99,36% |