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 | 2,40% | 0,49 CHF | 0,50 CHF | 80 000 | 80 000 | 47 328 | 47 328 | 20 860 CHF | 21 340 CHF | 99,61% | 99,61% |
15/07/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 80 000 | 80 000 | 47 920 | 47 920 | 20 856 CHF | 21 337 CHF | 100,00% | 100,00% |
12/07/2024 | 2,73% | 0,41 CHF | 0,42 CHF | 90 000 | 90 000 | 52 364 | 52 364 | 19 905 CHF | 20 432 CHF | 99,94% | 99,94% |
11/07/2024 | 2,80% | 0,38 CHF | 0,39 CHF | 90 000 | 90 000 | 52 041 | 52 041 | 19 301 CHF | 19 828 CHF | 99,43% | 99,43% |
10/07/2024 | 3,05% | 0,36 CHF | 0,37 CHF | 110 000 | 110 000 | 63 471 | 63 471 | 21 334 CHF | 21 971 CHF | 99,84% | 99,84% |
09/07/2024 | 3,36% | 0,30 CHF | 0,31 CHF | 110 000 | 110 000 | 64 364 | 64 364 | 19 511 CHF | 20 158 CHF | 99,66% | 99,66% |
08/07/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 110 000 | 110 000 | 64 231 | 64 231 | 19 277 CHF | 19 924 CHF | 100,00% | 100,00% |
05/07/2024 | 3,12% | 0,35 CHF | 0,36 CHF | 110 000 | 110 000 | 64 527 | 64 527 | 21 119 CHF | 21 767 CHF | 99,53% | 99,53% |
04/07/2024 | 3,24% | 0,31 CHF | 0,32 CHF | 60 000 | 60 000 | 54 626 | 54 626 | 16 617 CHF | 17 163 CHF | 98,94% | 98,94% |
03/07/2024 | 3,93% | 0,31 CHF | 0,32 CHF | 110 000 | 110 000 | 63 092 | 63 092 | 16 730 CHF | 17 364 CHF | 98,22% | 98,22% |