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 | 3,47% | 0,48 CHF | 0,50 CHF | 70 000 | 70 000 | 68 670 | 68 670 | 30 717 CHF | 31 767 CHF | 100,00% | 100,00% |
15/07/2024 | 3,36% | 0,44 CHF | 0,45 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 31 241 CHF | 32 287 CHF | 100,00% | 100,00% |
12/07/2024 | 3,39% | 0,46 CHF | 0,48 CHF | 70 000 | 70 000 | 69 341 | 69 341 | 30 926 CHF | 31 972 CHF | 97,90% | 97,90% |
11/07/2024 | 3,47% | 0,45 CHF | 0,46 CHF | 70 000 | 70 000 | 69 226 | 69 226 | 30 241 CHF | 31 287 CHF | 98,73% | 98,73% |
10/07/2024 | 3,35% | 0,47 CHF | 0,48 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 31 348 CHF | 32 394 CHF | 100,00% | 100,00% |
09/07/2024 | 3,23% | 0,45 CHF | 0,47 CHF | 70 000 | 70 000 | 69 143 | 69 143 | 32 678 CHF | 33 724 CHF | 99,87% | 99,87% |
08/07/2024 | 3,33% | 0,46 CHF | 0,47 CHF | 70 000 | 70 000 | 69 077 | 69 077 | 31 629 CHF | 32 675 CHF | 98,28% | 98,28% |
05/07/2024 | 3,37% | 0,46 CHF | 0,48 CHF | 70 000 | 70 000 | 69 233 | 69 233 | 35 894 CHF | 37 100 CHF | 99,94% | 99,94% |
04/07/2024 | 3,43% | 0,59 CHF | 0,61 CHF | 36 000 | 36 000 | 62 067 | 62 067 | 36 616 CHF | 37 864 CHF | 100,00% | 100,00% |
03/07/2024 | 3,41% | 0,45 CHF | 0,46 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 30 824 CHF | 31 870 CHF | 100,00% | 100,00% |