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 | 2,62% | 0,38 CHF | 0,39 CHF | 164 000 | 164 000 | 163 795 | 163 795 | 61 748 CHF | 63 386 CHF | 100,00% | 100,00% |
15/07/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 162 000 | 162 000 | 161 989 | 161 989 | 55 762 CHF | 57 382 CHF | 100,00% | 100,00% |
12/07/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 162 000 | 162 000 | 161 065 | 161 065 | 52 608 CHF | 54 218 CHF | 100,00% | 100,00% |
11/07/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 164 000 | 164 000 | 163 196 | 163 196 | 59 229 CHF | 60 862 CHF | 100,00% | 100,00% |
10/07/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 162 000 | 162 000 | 162 208 | 162 208 | 56 393 CHF | 58 015 CHF | 100,00% | 100,00% |
09/07/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 162 000 | 162 000 | 162 233 | 162 233 | 54 314 CHF | 55 937 CHF | 100,00% | 100,00% |
08/07/2024 | 3,81% | 0,27 CHF | 0,28 CHF | 158 000 | 158 000 | 158 033 | 158 033 | 40 719 CHF | 42 300 CHF | 100,00% | 100,00% |
05/07/2024 | 3,64% | 0,26 CHF | 0,28 CHF | 158 000 | 158 000 | 158 000 | 158 000 | 42 660 CHF | 44 240 CHF | 0,03% | 99,81% |
04/07/2024 | 3,79% | 0,23 CHF | 0,26 CHF | 156 000 | 158 000 | 158 000 | 158 000 | 40 936 CHF | 42 516 CHF | 23,50% | 99,49% |
03/07/2024 | 3,55% | 0,28 CHF | 0,29 CHF | 158 000 | 158 000 | 158 450 | 158 450 | 43 913 CHF | 45 497 CHF | 99,37% | 99,37% |