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 | 2,44% | 0,58 CHF | 0,59 CHF | 225 000 | 225 000 | 72 261 | 72 261 | 43 500 CHF | 44 345 CHF | 99,51% | 99,51% |
15/07/2024 | 2,42% | 0,63 CHF | 0,64 CHF | 230 000 | 230 000 | 73 858 | 73 858 | 46 912 CHF | 47 772 CHF | 98,89% | 98,89% |
12/07/2024 | 2,37% | 0,64 CHF | 0,65 CHF | 230 000 | 230 000 | 73 267 | 73 267 | 46 747 CHF | 47 603 CHF | 100,00% | 100,00% |
11/07/2024 | 2,79% | 0,58 CHF | 0,59 CHF | 225 000 | 225 000 | 70 473 | 70 473 | 39 921 CHF | 40 746 CHF | 99,99% | 99,99% |
10/07/2024 | 2,84% | 0,57 CHF | 0,58 CHF | 220 000 | 220 000 | 70 222 | 70 222 | 38 356 CHF | 39 176 CHF | 99,90% | 99,90% |
09/07/2024 | 2,86% | 0,50 CHF | 0,51 CHF | 215 000 | 215 000 | 69 294 | 69 294 | 35 604 CHF | 36 415 CHF | 99,98% | 99,98% |
08/07/2024 | 2,83% | 0,55 CHF | 0,56 CHF | 220 000 | 220 000 | 70 316 | 70 316 | 37 835 CHF | 38 656 CHF | 99,98% | 99,98% |
05/07/2024 | 2,88% | 0,53 CHF | 0,54 CHF | 220 000 | 220 000 | 69 936 | 69 936 | 37 636 CHF | 38 454 CHF | 99,70% | 99,70% |
04/07/2024 | 2,80% | 0,55 CHF | 0,56 CHF | 44 000 | 44 000 | 32 354 | 32 354 | 17 530 CHF | 17 970 CHF | 94,01% | 94,01% |
03/07/2024 | 3,03% | 0,53 CHF | 0,54 CHF | 220 000 | 220 000 | 69 149 | 69 149 | 35 459 CHF | 36 269 CHF | 99,52% | 99,52% |