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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 149 276 | 149 276 | 60 143 CHF | 61 643 CHF | 100,00% | 100,00% |
16/07/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 150 000 | 150 000 | 150 136 | 150 136 | 61 398 CHF | 62 899 CHF | 100,00% | 100,00% |
15/07/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 58 115 CHF | 59 615 CHF | 100,00% | 100,00% |
12/07/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 899 CHF | 58 399 CHF | 100,00% | 100,00% |
11/07/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 149 897 | 149 897 | 57 703 CHF | 59 203 CHF | 100,00% | 100,00% |
10/07/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 57 471 CHF | 58 971 CHF | 100,00% | 100,00% |
09/07/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 57 730 CHF | 59 230 CHF | 100,00% | 100,00% |
08/07/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 654 CHF | 58 154 CHF | 100,00% | 100,00% |
05/07/2024 | 2,92% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 50 623 CHF | 52 123 CHF | 99,82% | 99,82% |
04/07/2024 | 3,00% | 0,31 CHF | 0,32 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 49 265 CHF | 50 765 CHF | 99,50% | 99,50% |