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 | 4,14% | 0,36 CHF | 0,37 CHF | 90 000 | 90 000 | 89 316 | 89 316 | 32 176 CHF | 33 526 CHF | 100,00% | 100,00% |
15/07/2024 | 3,45% | 0,39 CHF | 0,41 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 34 254 CHF | 35 454 CHF | 99,97% | 99,97% |
12/07/2024 | 3,60% | 0,44 CHF | 0,45 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 32 738 CHF | 33 938 CHF | 100,00% | 100,00% |
11/07/2024 | 3,56% | 0,44 CHF | 0,46 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 37 348 CHF | 38 698 CHF | 99,99% | 99,99% |
10/07/2024 | 3,87% | 0,39 CHF | 0,40 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 34 204 CHF | 35 554 CHF | 100,00% | 100,00% |
09/07/2024 | 3,74% | 0,38 CHF | 0,40 CHF | 90 000 | 90 000 | 89 800 | 89 800 | 35 506 CHF | 36 856 CHF | 100,00% | 100,00% |
08/07/2024 | 3,40% | 0,42 CHF | 0,43 CHF | 90 000 | 90 000 | 86 570 | 86 570 | 37 707 CHF | 39 008 CHF | 100,00% | 100,00% |
05/07/2024 | 3,34% | 0,43 CHF | 0,45 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 35 412 CHF | 36 612 CHF | 99,81% | 99,81% |
04/07/2024 | 3,81% | 0,52 CHF | 0,54 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 40 640 CHF | 42 220 CHF | 99,49% | 99,49% |
03/07/2024 | 3,48% | 0,49 CHF | 0,51 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 38 394 CHF | 39 756 CHF | 100,00% | 100,00% |