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 | 2,82% | 0,35 CHF | 0,36 CHF | 340 000 | 340 000 | 163 699 | 163 699 | 59 155 CHF | 60 807 CHF | 99,89% | 99,89% |
15/07/2024 | 2,67% | 0,39 CHF | 0,40 CHF | 320 000 | 320 000 | 153 746 | 153 746 | 58 453 CHF | 59 996 CHF | 99,06% | 99,06% |
12/07/2024 | 3,12% | 0,38 CHF | 0,39 CHF | 340 000 | 340 000 | 174 477 | 174 477 | 58 621 CHF | 60 374 CHF | 100,00% | 100,00% |
11/07/2024 | 2,70% | 0,35 CHF | 0,36 CHF | 320 000 | 320 000 | 151 510 | 151 510 | 57 010 CHF | 58 539 CHF | 99,99% | 99,99% |
10/07/2024 | 2,66% | 0,39 CHF | 0,40 CHF | 310 000 | 310 000 | 151 170 | 151 170 | 58 029 CHF | 59 550 CHF | 100,00% | 100,00% |
09/07/2024 | 2,55% | 0,36 CHF | 0,37 CHF | 350 000 | 350 000 | 166 861 | 166 861 | 65 048 CHF | 66 726 CHF | 98,69% | 98,69% |
08/07/2024 | 3,48% | 0,33 CHF | 0,34 CHF | 400 000 | 400 000 | 192 765 | 192 765 | 59 508 CHF | 61 466 CHF | 100,00% | 100,00% |
05/07/2024 | 4,61% | 0,25 CHF | 0,26 CHF | 420 000 | 420 000 | 206 055 | 206 055 | 45 299 CHF | 47 366 CHF | 98,97% | 98,97% |
04/07/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 32 381 CHF | 33 881 CHF | 99,44% | 99,44% |
03/07/2024 | 4,82% | 0,21 CHF | 0,22 CHF | 420 000 | 420 000 | 205 024 | 205 024 | 42 798 CHF | 44 857 CHF | 99,64% | 99,64% |