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 | 4,42% | 0,26 CHF | 0,27 CHF | 360 000 | 360 000 | 117 077 | 117 077 | 28 621 CHF | 29 802 CHF | 99,51% | 99,51% |
15/07/2024 | 4,49% | 0,23 CHF | 0,24 CHF | 370 000 | 370 000 | 119 831 | 119 831 | 26 989 CHF | 28 193 CHF | 98,88% | 98,88% |
12/07/2024 | 4,41% | 0,23 CHF | 0,24 CHF | 370 000 | 370 000 | 118 854 | 118 854 | 27 455 CHF | 28 650 CHF | 100,00% | 100,00% |
11/07/2024 | 3,80% | 0,26 CHF | 0,27 CHF | 350 000 | 350 000 | 110 894 | 110 894 | 30 177 CHF | 31 300 CHF | 99,98% | 99,98% |
10/07/2024 | 3,53% | 0,27 CHF | 0,28 CHF | 340 000 | 340 000 | 110 599 | 110 599 | 31 205 CHF | 32 316 CHF | 99,90% | 99,90% |
09/07/2024 | 3,50% | 0,32 CHF | 0,33 CHF | 330 000 | 330 000 | 108 330 | 108 330 | 33 073 CHF | 34 162 CHF | 99,98% | 99,98% |
08/07/2024 | 3,55% | 0,28 CHF | 0,29 CHF | 340 000 | 340 000 | 110 450 | 110 450 | 31 821 CHF | 32 931 CHF | 99,98% | 99,98% |
05/07/2024 | 3,45% | 0,29 CHF | 0,30 CHF | 330 000 | 330 000 | 108 617 | 108 617 | 31 434 CHF | 32 523 CHF | 99,71% | 99,71% |
04/07/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 70 000 | 70 000 | 54 112 | 54 112 | 15 588 CHF | 16 129 CHF | 94,02% | 94,02% |
03/07/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 320 000 | 320 000 | 104 326 | 104 326 | 32 428 CHF | 33 476 CHF | 99,52% | 99,52% |