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 | 3,18% | 0,37 CHF | 0,38 CHF | 100 000 | 100 000 | 53 911 | 53 911 | 17 898 CHF | 18 445 CHF | 99,61% | 99,61% |
15/07/2024 | 3,09% | 0,33 CHF | 0,34 CHF | 100 000 | 100 000 | 54 587 | 54 587 | 17 863 CHF | 18 411 CHF | 99,99% | 99,99% |
12/07/2024 | 3,63% | 0,31 CHF | 0,32 CHF | 100 000 | 100 000 | 55 383 | 55 383 | 15 768 CHF | 16 325 CHF | 99,94% | 99,94% |
11/07/2024 | 3,72% | 0,28 CHF | 0,30 CHF | 100 000 | 100 000 | 54 186 | 54 186 | 15 066 CHF | 15 615 CHF | 99,43% | 99,43% |
10/07/2024 | 4,06% | 0,27 CHF | 0,28 CHF | 110 000 | 110 000 | 63 466 | 63 466 | 15 985 CHF | 16 622 CHF | 99,84% | 99,84% |
09/07/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 110 000 | 110 000 | 64 360 | 64 360 | 14 628 CHF | 15 275 CHF | 99,66% | 99,66% |
08/07/2024 | 4,51% | 0,22 CHF | 0,23 CHF | 110 000 | 110 000 | 64 227 | 64 227 | 14 476 CHF | 15 123 CHF | 100,00% | 100,00% |
05/07/2024 | 4,12% | 0,26 CHF | 0,27 CHF | 110 000 | 110 000 | 64 527 | 64 527 | 15 885 CHF | 16 533 CHF | 99,53% | 99,53% |
04/07/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 60 000 | 60 000 | 54 626 | 54 626 | 12 480 CHF | 13 027 CHF | 98,94% | 98,94% |
03/07/2024 | 5,23% | 0,23 CHF | 0,24 CHF | 110 000 | 110 000 | 63 091 | 63 091 | 12 495 CHF | 13 128 CHF | 98,22% | 98,22% |