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 | 2,87% | 0,49 CHF | 0,50 CHF | 225 000 | 225 000 | 72 259 | 72 259 | 36 661 CHF | 37 506 CHF | 99,51% | 99,51% |
15/07/2024 | 2,84% | 0,54 CHF | 0,55 CHF | 230 000 | 230 000 | 73 865 | 73 865 | 40 032 CHF | 40 893 CHF | 98,87% | 98,87% |
12/07/2024 | 2,78% | 0,54 CHF | 0,55 CHF | 230 000 | 230 000 | 73 266 | 73 266 | 39 820 CHF | 40 676 CHF | 100,00% | 100,00% |
11/07/2024 | 3,35% | 0,49 CHF | 0,50 CHF | 225 000 | 225 000 | 70 473 | 70 473 | 33 319 CHF | 34 144 CHF | 99,99% | 99,99% |
10/07/2024 | 3,44% | 0,48 CHF | 0,49 CHF | 220 000 | 220 000 | 70 223 | 70 223 | 31 736 CHF | 32 556 CHF | 99,90% | 99,90% |
09/07/2024 | 3,44% | 0,40 CHF | 0,41 CHF | 215 000 | 215 000 | 69 295 | 69 295 | 29 060 CHF | 29 871 CHF | 99,98% | 99,98% |
08/07/2024 | 3,40% | 0,46 CHF | 0,47 CHF | 220 000 | 220 000 | 70 329 | 70 329 | 31 233 CHF | 32 054 CHF | 99,98% | 99,98% |
05/07/2024 | 3,48% | 0,44 CHF | 0,45 CHF | 220 000 | 220 000 | 69 943 | 69 943 | 31 112 CHF | 31 929 CHF | 99,70% | 99,70% |
04/07/2024 | 3,37% | 0,46 CHF | 0,47 CHF | 44 000 | 44 000 | 32 354 | 32 354 | 14 528 CHF | 14 968 CHF | 94,02% | 94,02% |
03/07/2024 | 3,69% | 0,43 CHF | 0,44 CHF | 220 000 | 220 000 | 69 147 | 69 147 | 28 968 CHF | 29 778 CHF | 99,52% | 99,52% |