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 | 2,30% | 0,51 CHF | 0,52 CHF | 90 000 | 90 000 | 51 793 | 51 793 | 23 759 CHF | 24 285 CHF | 99,62% | 99,62% |
15/07/2024 | 2,24% | 0,46 CHF | 0,47 CHF | 90 000 | 90 000 | 52 456 | 52 456 | 23 818 CHF | 24 345 CHF | 99,99% | 99,99% |
12/07/2024 | 2,59% | 0,43 CHF | 0,44 CHF | 90 000 | 90 000 | 52 365 | 52 365 | 20 951 CHF | 21 478 CHF | 99,94% | 99,94% |
11/07/2024 | 2,66% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 54 110 | 54 110 | 21 127 CHF | 21 676 CHF | 99,43% | 99,43% |
10/07/2024 | 2,88% | 0,37 CHF | 0,38 CHF | 110 000 | 110 000 | 63 468 | 63 468 | 22 622 CHF | 23 259 CHF | 99,85% | 99,85% |
09/07/2024 | 3,14% | 0,32 CHF | 0,33 CHF | 110 000 | 110 000 | 64 360 | 64 360 | 20 890 CHF | 21 538 CHF | 99,66% | 99,66% |
08/07/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 110 000 | 110 000 | 64 231 | 64 231 | 20 581 CHF | 21 228 CHF | 100,00% | 100,00% |
05/07/2024 | 2,94% | 0,37 CHF | 0,38 CHF | 110 000 | 110 000 | 64 528 | 64 528 | 22 395 CHF | 23 043 CHF | 99,53% | 99,53% |
04/07/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 60 000 | 60 000 | 54 626 | 54 626 | 17 726 CHF | 18 273 CHF | 98,93% | 98,93% |
03/07/2024 | 3,69% | 0,33 CHF | 0,34 CHF | 130 000 | 130 000 | 69 325 | 69 325 | 19 727 CHF | 20 428 CHF | 98,22% | 98,22% |