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 | 4,95% | 0,19 CHF | 0,20 CHF | 140 000 | 140 000 | 138 934 | 138 934 | 27 829 CHF | 29 229 CHF | 100,00% | 100,00% |
15/07/2024 | 4,08% | 0,23 CHF | 0,24 CHF | 130 000 | 130 000 | 129 971 | 129 971 | 31 203 CHF | 32 503 CHF | 100,00% | 100,00% |
12/07/2024 | 4,07% | 0,25 CHF | 0,26 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 33 767 CHF | 35 167 CHF | 100,00% | 100,00% |
11/07/2024 | 4,22% | 0,23 CHF | 0,24 CHF | 140 000 | 140 000 | 138 351 | 138 351 | 32 062 CHF | 33 445 CHF | 99,98% | 99,98% |
10/07/2024 | 4,16% | 0,24 CHF | 0,25 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 32 962 CHF | 34 362 CHF | 100,00% | 100,00% |
09/07/2024 | 4,51% | 0,22 CHF | 0,23 CHF | 140 000 | 140 000 | 139 672 | 139 672 | 30 412 CHF | 31 812 CHF | 100,00% | 100,00% |
08/07/2024 | 4,10% | 0,25 CHF | 0,26 CHF | 140 000 | 140 000 | 139 766 | 139 766 | 33 503 CHF | 34 903 CHF | 100,00% | 100,00% |
05/07/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 32 855 CHF | 34 255 CHF | 99,81% | 99,81% |
04/07/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 32 849 CHF | 34 249 CHF | 99,49% | 99,49% |
03/07/2024 | 4,06% | 0,24 CHF | 0,25 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 33 784 CHF | 35 184 CHF | 99,35% | 99,35% |