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 | 4,42% | 0,22 CHF | 0,23 CHF | 140 000 | 140 000 | 138 844 | 138 844 | 31 254 CHF | 32 654 CHF | 99,99% | 99,99% |
15/07/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 27 212 CHF | 28 612 CHF | 100,00% | 100,00% |
12/07/2024 | 4,93% | 0,18 CHF | 0,19 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 27 693 CHF | 29 093 CHF | 100,00% | 100,00% |
11/07/2024 | 4,60% | 0,21 CHF | 0,22 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 29 740 CHF | 31 140 CHF | 99,89% | 99,89% |
10/07/2024 | 4,12% | 0,22 CHF | 0,23 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 33 325 CHF | 34 725 CHF | 100,00% | 100,00% |
09/07/2024 | 4,21% | 0,26 CHF | 0,27 CHF | 140 000 | 140 000 | 139 532 | 139 532 | 32 750 CHF | 34 150 CHF | 100,00% | 100,00% |
08/07/2024 | 4,82% | 0,22 CHF | 0,23 CHF | 140 000 | 140 000 | 139 757 | 139 757 | 28 446 CHF | 29 846 CHF | 98,70% | 98,70% |
05/07/2024 | 4,53% | 0,23 CHF | 0,24 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 30 217 CHF | 31 617 CHF | 100,00% | 100,00% |
04/07/2024 | 4,25% | 0,23 CHF | 0,24 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 32 267 CHF | 33 667 CHF | 99,85% | 99,85% |
03/07/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 34 854 CHF | 36 254 CHF | 100,00% | 100,00% |