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 | 4,18% | 0,28 CHF | 0,29 CHF | 100 000 | 100 000 | 53 915 | 53 915 | 13 520 CHF | 14 068 CHF | 99,62% | 99,62% |
15/07/2024 | 4,07% | 0,25 CHF | 0,26 CHF | 100 000 | 100 000 | 54 584 | 54 584 | 13 516 CHF | 14 064 CHF | 100,00% | 100,00% |
12/07/2024 | 4,78% | 0,23 CHF | 0,24 CHF | 100 000 | 100 000 | 55 382 | 55 382 | 11 902 CHF | 12 459 CHF | 99,94% | 99,94% |
11/07/2024 | 4,89% | 0,22 CHF | 0,23 CHF | 100 000 | 100 000 | 54 183 | 54 183 | 11 388 CHF | 11 937 CHF | 99,43% | 99,43% |
10/07/2024 | 5,35% | 0,20 CHF | 0,21 CHF | 110 000 | 110 000 | 63 467 | 63 467 | 12 044 CHF | 12 681 CHF | 99,84% | 99,84% |
09/07/2024 | 5,89% | 0,17 CHF | 0,18 CHF | 110 000 | 110 000 | 64 355 | 64 355 | 10 962 CHF | 11 610 CHF | 99,65% | 99,65% |
08/07/2024 | 5,95% | 0,16 CHF | 0,17 CHF | 110 000 | 110 000 | 64 227 | 64 227 | 10 886 CHF | 11 533 CHF | 100,00% | 100,00% |
05/07/2024 | 5,42% | 0,20 CHF | 0,21 CHF | 110 000 | 110 000 | 64 528 | 64 528 | 12 006 CHF | 12 654 CHF | 99,53% | 99,53% |
04/07/2024 | 5,65% | 0,18 CHF | 0,19 CHF | 60 000 | 60 000 | 54 626 | 54 626 | 9 407 CHF | 9 954 CHF | 98,93% | 98,93% |
03/07/2024 | 6,91% | 0,17 CHF | 0,18 CHF | 110 000 | 110 000 | 63 104 | 63 104 | 9 381 CHF | 10 015 CHF | 98,22% | 98,22% |