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 | 3,78% | 0,28 CHF | 0,30 CHF | 360 000 | 360 000 | 166 820 | 166 820 | 45 813 CHF | 47 497 CHF | 99,78% | 99,78% |
15/07/2024 | 3,80% | 0,27 CHF | 0,28 CHF | 370 000 | 370 000 | 168 185 | 168 185 | 44 471 CHF | 46 160 CHF | 99,80% | 99,80% |
12/07/2024 | 3,87% | 0,26 CHF | 0,27 CHF | 370 000 | 370 000 | 169 272 | 169 272 | 43 940 CHF | 45 640 CHF | 99,95% | 99,95% |
11/07/2024 | 4,13% | 0,26 CHF | 0,27 CHF | 390 000 | 390 000 | 173 600 | 173 600 | 43 660 CHF | 45 403 CHF | 99,44% | 99,44% |
10/07/2024 | 4,19% | 0,23 CHF | 0,24 CHF | 400 000 | 400 000 | 176 302 | 176 302 | 42 208 CHF | 43 979 CHF | 99,97% | 99,97% |
09/07/2024 | 4,17% | 0,25 CHF | 0,26 CHF | 390 000 | 390 000 | 174 441 | 174 441 | 42 118 CHF | 43 873 CHF | 99,99% | 99,99% |
08/07/2024 | 4,00% | 0,24 CHF | 0,25 CHF | 390 000 | 390 000 | 171 954 | 171 954 | 42 913 CHF | 44 641 CHF | 99,82% | 99,82% |
05/07/2024 | 4,02% | 0,26 CHF | 0,27 CHF | 380 000 | 380 000 | 172 620 | 172 620 | 43 312 CHF | 45 045 CHF | 99,70% | 99,70% |
04/07/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 160 000 | 160 000 | 124 860 | 124 860 | 31 944 CHF | 33 192 CHF | 100,00% | 100,00% |
03/07/2024 | 4,11% | 0,26 CHF | 0,27 CHF | 390 000 | 390 000 | 174 565 | 174 565 | 42 951 CHF | 44 704 CHF | 99,80% | 99,80% |