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 | 2,23% | 0,39 CHF | 0,40 CHF | 60 000 | 60 000 | 32 884 | 32 884 | 14 910 CHF | 15 241 CHF | 99,82% | 99,82% |
15/07/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 60 000 | 60 000 | 33 073 | 33 073 | 15 109 CHF | 15 440 CHF | 100,00% | 100,00% |
12/07/2024 | 1,86% | 0,49 CHF | 0,50 CHF | 60 000 | 60 000 | 33 290 | 33 290 | 17 906 CHF | 18 240 CHF | 99,94% | 99,94% |
11/07/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 60 000 | 60 000 | 32 811 | 32 811 | 18 249 CHF | 18 581 CHF | 99,43% | 99,43% |
10/07/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 65 000 | 65 000 | 35 425 | 35 425 | 21 539 CHF | 21 894 CHF | 99,84% | 99,84% |
09/07/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 65 000 | 65 000 | 35 983 | 35 983 | 23 750 CHF | 24 111 CHF | 99,66% | 99,66% |
08/07/2024 | 1,53% | 0,68 CHF | 0,69 CHF | 65 000 | 65 000 | 35 884 | 35 884 | 23 948 CHF | 24 309 CHF | 100,00% | 100,00% |
05/07/2024 | 1,60% | 0,60 CHF | 0,61 CHF | 65 000 | 65 000 | 35 849 | 35 849 | 22 579 CHF | 22 939 CHF | 99,53% | 99,53% |
04/07/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 33 000 | 33 000 | 29 240 | 29 240 | 19 603 CHF | 19 895 CHF | 98,93% | 98,93% |
03/07/2024 | 1,35% | 0,67 CHF | 0,68 CHF | 65 000 | 65 000 | 35 269 | 35 269 | 26 086 CHF | 26 439 CHF | 98,22% | 98,22% |