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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 75 000 | 75 000 | 72 514 | 72 514 | 32 127 CHF | 32 855 CHF | 99,99% | 99,99% |
16/07/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 75 000 | 75 000 | 71 751 | 71 751 | 31 356 CHF | 32 074 CHF | 99,99% | 99,99% |
15/07/2024 | 2,67% | 0,38 CHF | 0,39 CHF | 73 000 | 73 000 | 69 863 | 69 863 | 25 904 CHF | 26 603 CHF | 100,00% | 100,00% |
12/07/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 71 000 | 71 000 | 69 152 | 69 152 | 22 595 CHF | 23 286 CHF | 100,00% | 100,00% |
11/07/2024 | 3,01% | 0,34 CHF | 0,35 CHF | 71 000 | 71 000 | 69 121 | 69 121 | 22 672 CHF | 23 364 CHF | 100,00% | 100,00% |
10/07/2024 | 2,91% | 0,33 CHF | 0,34 CHF | 71 000 | 71 000 | 69 750 | 69 750 | 23 663 CHF | 24 360 CHF | 100,00% | 100,00% |
09/07/2024 | 3,04% | 0,35 CHF | 0,36 CHF | 73 000 | 73 000 | 69 644 | 69 644 | 22 665 CHF | 23 361 CHF | 100,00% | 100,00% |
08/07/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 71 000 | 71 000 | 69 154 | 69 154 | 21 926 CHF | 22 618 CHF | 100,00% | 100,00% |
05/07/2024 | 3,36% | 0,31 CHF | 0,32 CHF | 71 000 | 71 000 | 69 146 | 69 146 | 20 224 CHF | 20 916 CHF | 99,82% | 99,82% |
04/07/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 71 000 | 71 000 | 69 145 | 69 145 | 21 807 CHF | 22 499 CHF | 99,50% | 99,50% |