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 | 2,14% | 0,45 CHF | 0,46 CHF | 47 000 | 47 000 | 46 560 | 46 560 | 21 694 CHF | 22 160 CHF | 100,00% | 100,00% |
15/07/2024 | 2,45% | 0,44 CHF | 0,45 CHF | 47 000 | 47 000 | 45 980 | 45 980 | 18 724 CHF | 19 185 CHF | 100,00% | 100,00% |
12/07/2024 | 2,49% | 0,42 CHF | 0,43 CHF | 47 000 | 47 000 | 45 868 | 45 868 | 18 402 CHF | 18 861 CHF | 100,00% | 100,00% |
11/07/2024 | 2,35% | 0,37 CHF | 0,38 CHF | 46 000 | 46 000 | 46 268 | 46 268 | 19 700 CHF | 20 163 CHF | 99,56% | 99,56% |
10/07/2024 | 1,92% | 0,49 CHF | 0,50 CHF | 47 000 | 47 000 | 46 755 | 46 755 | 24 425 CHF | 24 893 CHF | 100,00% | 100,00% |
09/07/2024 | 2,12% | 0,53 CHF | 0,54 CHF | 47 000 | 47 000 | 46 508 | 46 508 | 21 964 CHF | 22 429 CHF | 99,56% | 99,56% |
08/07/2024 | 1,82% | 0,57 CHF | 0,58 CHF | 48 000 | 48 000 | 47 418 | 47 418 | 26 136 CHF | 26 610 CHF | 100,00% | 100,00% |
05/07/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 48 000 | 48 000 | 47 549 | 47 549 | 26 412 CHF | 26 888 CHF | 100,00% | 100,00% |
04/07/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 48 000 | 48 000 | 47 559 | 47 559 | 27 717 CHF | 28 194 CHF | 100,00% | 100,00% |
03/07/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 48 000 | 48 000 | 47 728 | 47 728 | 28 859 CHF | 29 337 CHF | 99,86% | 99,86% |