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 | 1,99% | 0,51 CHF | 0,52 CHF | 116 000 | 116 000 | 115 479 | 115 479 | 57 439 CHF | 58 594 CHF | 100,00% | 100,00% |
15/07/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 114 000 | 114 000 | 112 091 | 112 091 | 50 477 CHF | 51 598 CHF | 100,00% | 100,00% |
12/07/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 112 000 | 112 000 | 112 325 | 112 325 | 50 573 CHF | 51 696 CHF | 100,00% | 100,00% |
11/07/2024 | 2,14% | 0,46 CHF | 0,47 CHF | 114 000 | 114 000 | 113 602 | 113 602 | 52 545 CHF | 53 682 CHF | 100,00% | 100,00% |
10/07/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 114 000 | 114 000 | 113 617 | 113 617 | 52 196 CHF | 53 332 CHF | 100,00% | 100,00% |
09/07/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 114 000 | 114 000 | 114 667 | 114 667 | 55 037 CHF | 56 183 CHF | 100,00% | 100,00% |
08/07/2024 | 2,17% | 0,45 CHF | 0,46 CHF | 112 000 | 112 000 | 113 825 | 113 825 | 51 825 CHF | 52 963 CHF | 100,00% | 100,00% |
05/07/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 114 000 | 114 000 | 113 999 | 113 999 | 52 761 CHF | 53 901 CHF | 99,81% | 99,81% |
04/07/2024 | 2,14% | 0,46 CHF | 0,47 CHF | 114 000 | 114 000 | 114 000 | 114 000 | 52 827 CHF | 53 967 CHF | 99,49% | 99,49% |
03/07/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 114 000 | 114 000 | 113 627 | 113 627 | 51 915 CHF | 53 052 CHF | 99,35% | 99,35% |