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 | 3,41% | 0,56 CHF | 0,58 CHF | 97 000 | 97 000 | 97 359 | 97 359 | 56 195 CHF | 58 143 CHF | 100,00% | 100,00% |
15/07/2024 | 3,78% | 0,55 CHF | 0,57 CHF | 97 000 | 97 000 | 96 255 | 96 255 | 49 967 CHF | 51 893 CHF | 100,00% | 100,00% |
12/07/2024 | 3,84% | 0,53 CHF | 0,55 CHF | 96 000 | 96 000 | 96 229 | 96 229 | 49 286 CHF | 51 211 CHF | 100,00% | 100,00% |
11/07/2024 | 3,63% | 0,49 CHF | 0,51 CHF | 96 000 | 96 000 | 96 669 | 96 669 | 52 458 CHF | 54 392 CHF | 100,00% | 100,00% |
10/07/2024 | 3,08% | 0,61 CHF | 0,63 CHF | 98 000 | 98 000 | 98 664 | 98 664 | 63 074 CHF | 65 048 CHF | 100,00% | 100,00% |
09/07/2024 | 3,34% | 0,65 CHF | 0,67 CHF | 99 000 | 99 000 | 97 660 | 97 660 | 57 695 CHF | 59 648 CHF | 99,74% | 99,74% |
08/07/2024 | 2,95% | 0,68 CHF | 0,70 CHF | 99 000 | 99 000 | 99 063 | 99 063 | 66 198 CHF | 68 179 CHF | 99,32% | 99,32% |
05/07/2024 | 2,93% | 0,67 CHF | 0,69 CHF | 99 000 | 99 000 | 99 200 | 99 200 | 66 642 CHF | 68 626 CHF | 100,00% | 100,00% |
04/07/2024 | 2,82% | 0,69 CHF | 0,71 CHF | 100 000 | 100 000 | 99 747 | 99 747 | 69 704 CHF | 71 699 CHF | 99,65% | 99,65% |
03/07/2024 | 2,74% | 0,73 CHF | 0,75 CHF | 100 000 | 100 000 | 100 166 | 100 166 | 72 208 CHF | 74 211 CHF | 100,00% | 100,00% |