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 | 2,36% | 0,70 CHF | 0,71 CHF | 225 000 | 225 000 | 72 259 | 72 259 | 48 839 CHF | 49 685 CHF | 99,51% | 99,51% |
15/07/2024 | 2,37% | 0,65 CHF | 0,66 CHF | 230 000 | 230 000 | 73 856 | 73 856 | 47 330 CHF | 48 191 CHF | 98,90% | 98,90% |
12/07/2024 | 2,42% | 0,64 CHF | 0,65 CHF | 230 000 | 230 000 | 73 266 | 73 266 | 46 857 CHF | 47 712 CHF | 100,00% | 100,00% |
11/07/2024 | 2,18% | 0,69 CHF | 0,70 CHF | 225 000 | 225 000 | 70 476 | 70 476 | 50 096 CHF | 50 921 CHF | 99,99% | 99,99% |
10/07/2024 | 2,06% | 0,71 CHF | 0,72 CHF | 220 000 | 220 000 | 70 222 | 70 222 | 51 767 CHF | 52 587 CHF | 99,90% | 99,90% |
09/07/2024 | 2,06% | 0,79 CHF | 0,80 CHF | 215 000 | 215 000 | 69 252 | 69 252 | 53 258 CHF | 54 069 CHF | 99,98% | 99,98% |
08/07/2024 | 2,07% | 0,73 CHF | 0,74 CHF | 220 000 | 220 000 | 70 329 | 70 329 | 52 216 CHF | 53 037 CHF | 99,98% | 99,98% |
05/07/2024 | 2,04% | 0,75 CHF | 0,76 CHF | 220 000 | 220 000 | 69 953 | 69 953 | 52 184 CHF | 53 001 CHF | 99,71% | 99,71% |
04/07/2024 | 2,02% | 0,73 CHF | 0,74 CHF | 44 000 | 44 000 | 32 355 | 32 355 | 24 080 CHF | 24 520 CHF | 94,02% | 94,02% |
03/07/2024 | 1,96% | 0,76 CHF | 0,77 CHF | 220 000 | 220 000 | 69 147 | 69 147 | 53 724 CHF | 54 534 CHF | 99,52% | 99,52% |