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 | 4,29% | 0,23 CHF | 0,24 CHF | 290 000 | 290 000 | 287 169 | 287 169 | 65 478 CHF | 68 350 CHF | 99,99% | 99,99% |
15/07/2024 | 3,83% | 0,25 CHF | 0,26 CHF | 285 000 | 285 000 | 283 704 | 283 704 | 72 727 CHF | 75 564 CHF | 100,00% | 100,00% |
12/07/2024 | 3,53% | 0,29 CHF | 0,30 CHF | 280 000 | 280 000 | 278 814 | 278 814 | 77 721 CHF | 80 509 CHF | 100,00% | 100,00% |
11/07/2024 | 3,83% | 0,27 CHF | 0,28 CHF | 280 000 | 280 000 | 283 277 | 283 277 | 72 660 CHF | 75 495 CHF | 100,00% | 100,00% |
10/07/2024 | 4,53% | 0,25 CHF | 0,26 CHF | 285 000 | 285 000 | 289 757 | 289 757 | 63 041 CHF | 65 938 CHF | 100,00% | 100,00% |
09/07/2024 | 4,75% | 0,20 CHF | 0,21 CHF | 295 000 | 295 000 | 292 207 | 292 207 | 60 079 CHF | 63 001 CHF | 100,00% | 100,00% |
08/07/2024 | 4,78% | 0,20 CHF | 0,21 CHF | 295 000 | 295 000 | 293 665 | 293 665 | 60 003 CHF | 62 939 CHF | 99,99% | 99,99% |
05/07/2024 | 4,43% | 0,21 CHF | 0,22 CHF | 295 000 | 295 000 | 289 681 | 289 681 | 63 963 CHF | 66 860 CHF | 99,81% | 99,81% |
04/07/2024 | 4,54% | 0,22 CHF | 0,23 CHF | 290 000 | 290 000 | 289 725 | 289 725 | 62 476 CHF | 65 373 CHF | 99,49% | 99,49% |
03/07/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 290 000 | 290 000 | 288 797 | 288 797 | 66 053 CHF | 68 941 CHF | 99,35% | 99,35% |