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 | 3,26% | 0,36 CHF | 0,37 CHF | 170 000 | 170 000 | 76 879 | 76 879 | 24 548 CHF | 25 318 CHF | 99,89% | 99,89% |
15/07/2024 | 3,13% | 0,30 CHF | 0,31 CHF | 174 000 | 174 000 | 77 280 | 77 280 | 24 347 CHF | 25 122 CHF | 99,97% | 99,97% |
12/07/2024 | 3,26% | 0,33 CHF | 0,34 CHF | 172 000 | 172 000 | 77 369 | 77 369 | 24 452 CHF | 25 227 CHF | 100,00% | 100,00% |
11/07/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 172 000 | 172 000 | 76 694 | 76 694 | 24 288 CHF | 25 060 CHF | 100,00% | 100,00% |
10/07/2024 | 3,17% | 0,30 CHF | 0,31 CHF | 172 000 | 172 000 | 76 983 | 76 983 | 24 174 CHF | 24 945 CHF | 100,00% | 100,00% |
09/07/2024 | 3,06% | 0,30 CHF | 0,31 CHF | 172 000 | 172 000 | 77 175 | 77 175 | 24 619 CHF | 25 393 CHF | 100,00% | 100,00% |
08/07/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 172 000 | 172 000 | 76 939 | 76 939 | 26 652 CHF | 27 423 CHF | 100,00% | 100,00% |
05/07/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 170 000 | 170 000 | 76 109 | 76 109 | 27 498 CHF | 28 261 CHF | 99,81% | 99,81% |
04/07/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 68 000 | 68 000 | 54 442 | 54 442 | 20 562 CHF | 21 107 CHF | 99,44% | 99,44% |
03/07/2024 | 2,77% | 0,38 CHF | 0,39 CHF | 168 000 | 168 000 | 75 822 | 75 822 | 27 915 CHF | 28 675 CHF | 99,93% | 99,93% |