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 | 6,53% | 0,15 CHF | 0,16 CHF | 160 000 | 160 000 | 154 243 | 154 243 | 23 073 CHF | 24 622 CHF | 100,00% | 100,00% |
16/07/2024 | 6,41% | 0,15 CHF | 0,16 CHF | 140 000 | 140 000 | 135 292 | 135 292 | 20 782 CHF | 22 146 CHF | 100,00% | 100,00% |
15/07/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 130 000 | 130 000 | 126 613 | 126 613 | 24 212 CHF | 25 478 CHF | 99,99% | 99,99% |
12/07/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 130 000 | 130 000 | 126 617 | 126 617 | 27 339 CHF | 28 605 CHF | 100,00% | 100,00% |
11/07/2024 | 4,52% | 0,21 CHF | 0,22 CHF | 130 000 | 130 000 | 126 615 | 126 615 | 27 366 CHF | 28 632 CHF | 100,00% | 100,00% |
10/07/2024 | 4,63% | 0,22 CHF | 0,23 CHF | 130 000 | 130 000 | 126 612 | 126 612 | 26 744 CHF | 28 010 CHF | 100,00% | 100,00% |
09/07/2024 | 4,46% | 0,21 CHF | 0,22 CHF | 130 000 | 130 000 | 119 103 | 119 103 | 26 222 CHF | 27 416 CHF | 100,00% | 100,00% |
08/07/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 120 000 | 120 000 | 116 673 | 116 673 | 26 412 CHF | 27 581 CHF | 100,00% | 100,00% |
05/07/2024 | 4,04% | 0,23 CHF | 0,24 CHF | 120 000 | 120 000 | 116 867 | 116 867 | 28 370 CHF | 29 539 CHF | 99,81% | 99,81% |
04/07/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 130 000 | 130 000 | 126 595 | 126 595 | 28 978 CHF | 30 244 CHF | 99,49% | 99,49% |