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 | 3,19% | 0,30 CHF | 0,31 CHF | 120 000 | 120 000 | 53 267 | 53 267 | 16 862 CHF | 17 400 CHF | 99,90% | 99,90% |
15/07/2024 | 3,15% | 0,33 CHF | 0,34 CHF | 120 000 | 120 000 | 53 527 | 53 527 | 17 284 CHF | 17 821 CHF | 100,00% | 100,00% |
12/07/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 53 513 | 53 513 | 17 210 CHF | 17 747 CHF | 100,00% | 100,00% |
11/07/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 110 000 | 110 000 | 51 574 | 51 574 | 20 291 CHF | 20 809 CHF | 99,98% | 99,98% |
10/07/2024 | 2,64% | 0,39 CHF | 0,40 CHF | 110 000 | 110 000 | 51 396 | 51 396 | 19 902 CHF | 20 419 CHF | 100,00% | 100,00% |
09/07/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 110 000 | 110 000 | 51 417 | 51 417 | 19 085 CHF | 19 602 CHF | 100,00% | 100,00% |
08/07/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 120 000 | 120 000 | 53 485 | 53 485 | 17 891 CHF | 18 428 CHF | 100,00% | 100,00% |
05/07/2024 | 3,72% | 0,31 CHF | 0,32 CHF | 120 000 | 120 000 | 53 221 | 53 221 | 15 068 CHF | 15 606 CHF | 99,90% | 99,90% |
04/07/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 39 248 | 39 248 | 11 304 CHF | 11 698 CHF | 100,00% | 100,00% |
03/07/2024 | 3,15% | 0,29 CHF | 0,30 CHF | 120 000 | 120 000 | 53 523 | 53 523 | 16 927 CHF | 17 465 CHF | 100,00% | 100,00% |