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 | 2,16% | 0,47 CHF | 0,48 CHF | 140 000 | 140 000 | 138 848 | 138 848 | 64 757 CHF | 66 157 CHF | 99,99% | 99,99% |
15/07/2024 | 1,70% | 0,54 CHF | 0,55 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 81 766 CHF | 83 166 CHF | 99,99% | 99,99% |
12/07/2024 | 1,73% | 0,67 CHF | 0,68 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 80 609 CHF | 82 009 CHF | 100,00% | 100,00% |
11/07/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 74 232 CHF | 75 632 CHF | 99,90% | 99,90% |
10/07/2024 | 2,23% | 0,49 CHF | 0,50 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 62 349 CHF | 63 749 CHF | 99,99% | 99,99% |
09/07/2024 | 2,20% | 0,40 CHF | 0,41 CHF | 140 000 | 140 000 | 139 534 | 139 534 | 63 295 CHF | 64 695 CHF | 100,00% | 100,00% |
08/07/2024 | 1,76% | 0,52 CHF | 0,53 CHF | 140 000 | 140 000 | 139 757 | 139 757 | 79 136 CHF | 80 536 CHF | 98,74% | 98,74% |
05/07/2024 | 1,67% | 0,53 CHF | 0,54 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 83 498 CHF | 84 898 CHF | 100,00% | 100,00% |
04/07/2024 | 1,74% | 0,59 CHF | 0,60 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 79 909 CHF | 81 309 CHF | 99,85% | 99,85% |
03/07/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 73 740 CHF | 75 140 CHF | 100,00% | 100,00% |