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 | 2,67% | 0,37 CHF | 0,38 CHF | 90 000 | 90 000 | 86 375 | 86 375 | 32 225 CHF | 33 093 CHF | 100,00% | 100,00% |
16/07/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 80 000 | 80 000 | 77 304 | 77 304 | 29 515 CHF | 30 294 CHF | 99,99% | 99,99% |
15/07/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 80 000 | 80 000 | 77 887 | 77 887 | 34 511 CHF | 35 290 CHF | 99,99% | 99,99% |
12/07/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 80 000 | 80 000 | 77 918 | 77 918 | 37 809 CHF | 38 588 CHF | 100,00% | 100,00% |
11/07/2024 | 2,05% | 0,48 CHF | 0,49 CHF | 80 000 | 80 000 | 77 916 | 77 916 | 37 664 CHF | 38 443 CHF | 99,99% | 99,99% |
10/07/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 80 000 | 80 000 | 77 915 | 77 915 | 36 718 CHF | 37 498 CHF | 100,00% | 100,00% |
09/07/2024 | 2,06% | 0,47 CHF | 0,48 CHF | 80 000 | 80 000 | 77 733 | 77 733 | 37 599 CHF | 38 378 CHF | 100,00% | 100,00% |
08/07/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 80 000 | 80 000 | 77 780 | 77 780 | 38 228 CHF | 39 007 CHF | 100,00% | 100,00% |
05/07/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 80 000 | 80 000 | 77 911 | 77 911 | 40 184 CHF | 40 964 CHF | 99,82% | 99,82% |
04/07/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 80 000 | 80 000 | 77 903 | 77 903 | 38 458 CHF | 39 237 CHF | 99,50% | 99,50% |