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 | 3,58% | 0,48 CHF | 0,50 CHF | 70 000 | 70 000 | 68 672 | 68 672 | 31 500 CHF | 32 619 CHF | 100,00% | 100,00% |
15/07/2024 | 3,32% | 0,45 CHF | 0,47 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 31 712 CHF | 32 758 CHF | 100,00% | 100,00% |
12/07/2024 | 3,23% | 0,47 CHF | 0,48 CHF | 70 000 | 70 000 | 69 339 | 69 339 | 32 536 CHF | 33 583 CHF | 97,90% | 97,90% |
11/07/2024 | 3,27% | 0,47 CHF | 0,49 CHF | 70 000 | 70 000 | 69 226 | 69 226 | 32 207 CHF | 33 253 CHF | 98,73% | 98,73% |
10/07/2024 | 3,49% | 0,49 CHF | 0,51 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 32 205 CHF | 33 325 CHF | 100,00% | 100,00% |
09/07/2024 | 3,89% | 0,46 CHF | 0,48 CHF | 70 000 | 70 000 | 69 077 | 69 077 | 33 945 CHF | 35 266 CHF | 100,00% | 100,00% |
08/07/2024 | 4,15% | 0,48 CHF | 0,50 CHF | 70 000 | 70 000 | 69 075 | 69 075 | 33 563 CHF | 34 953 CHF | 98,20% | 98,20% |
05/07/2024 | 4,17% | 0,49 CHF | 0,51 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 33 482 CHF | 34 877 CHF | 100,00% | 100,00% |
04/07/2024 | 3,94% | 0,48 CHF | 0,50 CHF | 36 000 | 36 000 | 62 067 | 62 067 | 29 893 CHF | 31 055 CHF | 100,00% | 100,00% |
03/07/2024 | 3,25% | 0,48 CHF | 0,50 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 33 343 CHF | 34 423 CHF | 100,00% | 100,00% |