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 | 6,33% | 0,18 CHF | 0,19 CHF | 360 000 | 360 000 | 117 076 | 117 076 | 19 916 CHF | 21 097 CHF | 99,51% | 99,51% |
15/07/2024 | 6,47% | 0,16 CHF | 0,17 CHF | 370 000 | 370 000 | 119 845 | 119 845 | 18 578 CHF | 19 782 CHF | 98,87% | 98,87% |
12/07/2024 | 6,29% | 0,16 CHF | 0,17 CHF | 370 000 | 370 000 | 118 851 | 118 851 | 19 053 CHF | 20 247 CHF | 100,00% | 100,00% |
11/07/2024 | 5,30% | 0,18 CHF | 0,19 CHF | 360 000 | 360 000 | 116 202 | 116 202 | 22 447 CHF | 23 625 CHF | 99,97% | 99,97% |
10/07/2024 | 4,95% | 0,19 CHF | 0,20 CHF | 360 000 | 360 000 | 117 264 | 117 264 | 23 392 CHF | 24 570 CHF | 99,90% | 99,90% |
09/07/2024 | 4,88% | 0,23 CHF | 0,24 CHF | 350 000 | 350 000 | 115 001 | 115 001 | 25 036 CHF | 26 193 CHF | 99,98% | 99,98% |
08/07/2024 | 4,98% | 0,20 CHF | 0,21 CHF | 360 000 | 360 000 | 117 116 | 117 116 | 23 927 CHF | 25 104 CHF | 99,98% | 99,98% |
05/07/2024 | 4,82% | 0,21 CHF | 0,22 CHF | 360 000 | 360 000 | 117 432 | 117 432 | 24 103 CHF | 25 281 CHF | 99,70% | 99,70% |
04/07/2024 | 4,75% | 0,20 CHF | 0,21 CHF | 80 000 | 80 000 | 58 816 | 58 816 | 12 009 CHF | 12 598 CHF | 94,02% | 94,02% |
03/07/2024 | 4,47% | 0,21 CHF | 0,22 CHF | 360 000 | 360 000 | 112 892 | 112 892 | 25 020 CHF | 26 154 CHF | 99,52% | 99,52% |