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 | 3,13% | 0,36 CHF | 0,37 CHF | 310 000 | 310 000 | 104 013 | 104 013 | 35 851 CHF | 36 900 CHF | 99,51% | 99,51% |
15/07/2024 | 3,17% | 0,33 CHF | 0,34 CHF | 320 000 | 320 000 | 106 645 | 106 645 | 34 240 CHF | 35 311 CHF | 98,87% | 98,87% |
12/07/2024 | 3,14% | 0,33 CHF | 0,34 CHF | 320 000 | 320 000 | 106 237 | 106 237 | 34 734 CHF | 35 801 CHF | 100,00% | 100,00% |
11/07/2024 | 2,75% | 0,37 CHF | 0,38 CHF | 290 000 | 290 000 | 90 569 | 90 569 | 34 236 CHF | 35 154 CHF | 99,97% | 99,97% |
10/07/2024 | 2,56% | 0,37 CHF | 0,38 CHF | 280 000 | 280 000 | 90 080 | 90 080 | 35 296 CHF | 36 201 CHF | 99,90% | 99,90% |
09/07/2024 | 2,54% | 0,44 CHF | 0,45 CHF | 270 000 | 270 000 | 87 863 | 87 863 | 36 830 CHF | 37 715 CHF | 99,98% | 99,98% |
08/07/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 280 000 | 280 000 | 89 951 | 89 951 | 35 812 CHF | 36 716 CHF | 99,98% | 99,98% |
05/07/2024 | 2,51% | 0,41 CHF | 0,42 CHF | 280 000 | 280 000 | 90 209 | 90 209 | 36 037 CHF | 36 942 CHF | 99,70% | 99,70% |
04/07/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 60 000 | 60 000 | 44 112 | 44 112 | 17 567 CHF | 18 008 CHF | 94,02% | 94,02% |
03/07/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 270 000 | 270 000 | 85 920 | 85 920 | 36 618 CHF | 37 482 CHF | 99,53% | 99,53% |