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 | 2,21% | 0,46 CHF | 0,47 CHF | 116 000 | 116 000 | 115 479 | 115 479 | 51 823 CHF | 52 978 CHF | 100,00% | 100,00% |
15/07/2024 | 2,46% | 0,42 CHF | 0,43 CHF | 114 000 | 114 000 | 112 091 | 112 091 | 44 940 CHF | 46 061 CHF | 100,00% | 100,00% |
12/07/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 112 000 | 112 000 | 112 325 | 112 325 | 45 108 CHF | 46 231 CHF | 100,00% | 100,00% |
11/07/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 114 000 | 114 000 | 113 606 | 113 606 | 46 915 CHF | 48 052 CHF | 100,00% | 100,00% |
10/07/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 114 000 | 114 000 | 113 617 | 113 617 | 46 693 CHF | 47 829 CHF | 100,00% | 100,00% |
09/07/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 114 000 | 114 000 | 114 667 | 114 667 | 49 482 CHF | 50 628 CHF | 100,00% | 100,00% |
08/07/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 112 000 | 112 000 | 113 825 | 113 825 | 46 338 CHF | 47 476 CHF | 100,00% | 100,00% |
05/07/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 114 000 | 114 000 | 113 999 | 113 999 | 47 128 CHF | 48 268 CHF | 99,81% | 99,81% |
04/07/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 114 000 | 114 000 | 114 000 | 114 000 | 47 330 CHF | 48 470 CHF | 99,49% | 99,49% |
03/07/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 114 000 | 114 000 | 113 627 | 113 627 | 46 330 CHF | 47 466 CHF | 99,35% | 99,35% |