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 | 4,44% | 0,22 CHF | 0,23 CHF | 150 000 | 150 000 | 145 031 | 145 031 | 32 245 CHF | 33 702 CHF | 100,00% | 100,00% |
16/07/2024 | 4,48% | 0,23 CHF | 0,24 CHF | 150 000 | 150 000 | 143 502 | 143 502 | 31 473 CHF | 32 908 CHF | 100,00% | 100,00% |
15/07/2024 | 5,24% | 0,19 CHF | 0,20 CHF | 146 000 | 146 000 | 139 726 | 139 726 | 26 055 CHF | 27 452 CHF | 100,00% | 100,00% |
12/07/2024 | 5,90% | 0,16 CHF | 0,17 CHF | 142 000 | 142 000 | 138 304 | 138 304 | 22 757 CHF | 24 140 CHF | 100,00% | 100,00% |
11/07/2024 | 5,91% | 0,17 CHF | 0,18 CHF | 142 000 | 142 000 | 138 241 | 138 241 | 22 778 CHF | 24 162 CHF | 100,00% | 100,00% |
10/07/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 142 000 | 142 000 | 139 500 | 139 500 | 23 740 CHF | 25 135 CHF | 100,00% | 100,00% |
09/07/2024 | 5,94% | 0,18 CHF | 0,19 CHF | 146 000 | 146 000 | 139 287 | 139 287 | 22 812 CHF | 24 205 CHF | 100,00% | 100,00% |
08/07/2024 | 6,08% | 0,17 CHF | 0,18 CHF | 142 000 | 142 000 | 138 308 | 138 308 | 22 056 CHF | 23 439 CHF | 100,00% | 100,00% |
05/07/2024 | 6,58% | 0,16 CHF | 0,17 CHF | 142 000 | 142 000 | 138 293 | 138 293 | 20 328 CHF | 21 711 CHF | 99,81% | 99,81% |
04/07/2024 | 6,12% | 0,16 CHF | 0,17 CHF | 142 000 | 142 000 | 138 291 | 138 291 | 21 939 CHF | 23 322 CHF | 99,49% | 99,49% |