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 | 2,28% | 0,50 CHF | 0,51 CHF | 78 000 | 78 000 | 35 389 | 35 389 | 16 302 CHF | 16 656 CHF | 99,90% | 99,90% |
15/07/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 80 000 | 80 000 | 35 791 | 35 791 | 16 102 CHF | 16 460 CHF | 100,00% | 100,00% |
12/07/2024 | 2,10% | 0,45 CHF | 0,46 CHF | 80 000 | 80 000 | 35 075 | 35 075 | 17 539 CHF | 17 893 CHF | 100,00% | 100,00% |
11/07/2024 | 3,08% | 0,41 CHF | 0,42 CHF | 80 000 | 80 000 | 35 619 | 35 619 | 12 611 CHF | 12 968 CHF | 100,00% | 100,00% |
10/07/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 82 000 | 82 000 | 36 813 | 36 813 | 10 547 CHF | 10 917 CHF | 99,90% | 99,90% |
09/07/2024 | 4,80% | 0,25 CHF | 0,26 CHF | 84 000 | 84 000 | 35 675 | 35 675 | 9 235 CHF | 9 608 CHF | 99,70% | 99,70% |
08/07/2024 | 3,89% | 0,24 CHF | 0,25 CHF | 84 000 | 84 000 | 36 470 | 36 470 | 9 833 CHF | 10 209 CHF | 99,32% | 99,32% |
05/07/2024 | 3,57% | 0,24 CHF | 0,25 CHF | 84 000 | 84 000 | 37 463 | 37 463 | 9 960 CHF | 10 336 CHF | 99,90% | 99,90% |
04/07/2024 | 3,48% | 0,27 CHF | 0,28 CHF | 33 000 | 33 000 | 26 668 | 26 668 | 7 540 CHF | 7 806 CHF | 99,57% | 99,57% |
03/07/2024 | 4,94% | 0,24 CHF | 0,25 CHF | 84 000 | 84 000 | 34 868 | 34 868 | 8 682 CHF | 9 057 CHF | 100,00% | 100,00% |