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 | 2,36% | 0,45 CHF | 0,46 CHF | 51 000 | 51 000 | 50 030 | 50 030 | 21 016 CHF | 21 516 CHF | 99,99% | 99,99% |
15/07/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 48 239 | 48 239 | 30 809 CHF | 31 292 CHF | 100,00% | 100,00% |
12/07/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 49 000 | 49 000 | 47 736 | 47 736 | 32 940 CHF | 33 417 CHF | 100,00% | 100,00% |
11/07/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 49 000 | 49 000 | 47 706 | 47 706 | 33 428 CHF | 33 905 CHF | 100,00% | 100,00% |
10/07/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 48 768 | 48 768 | 30 289 CHF | 30 776 CHF | 100,00% | 100,00% |
09/07/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 48 622 | 48 622 | 32 224 CHF | 32 710 CHF | 100,00% | 100,00% |
08/07/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 30 671 CHF | 31 158 CHF | 100,00% | 100,00% |
05/07/2024 | 1,36% | 0,69 CHF | 0,70 CHF | 50 000 | 50 000 | 47 919 | 47 919 | 35 019 CHF | 35 498 CHF | 99,81% | 99,81% |
04/07/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 49 000 | 49 000 | 47 717 | 47 717 | 38 845 CHF | 39 322 CHF | 99,49% | 99,49% |
03/07/2024 | 1,34% | 0,79 CHF | 0,80 CHF | 49 000 | 49 000 | 47 902 | 47 902 | 35 674 CHF | 36 153 CHF | 99,37% | 99,37% |