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 | 2,21% | 0,49 CHF | 0,50 CHF | 90 000 | 90 000 | 40 688 | 40 688 | 19 135 CHF | 19 543 CHF | 99,90% | 99,90% |
15/07/2024 | 2,30% | 0,45 CHF | 0,46 CHF | 91 000 | 91 000 | 41 139 | 41 139 | 18 049 CHF | 18 461 CHF | 100,00% | 100,00% |
12/07/2024 | 2,76% | 0,40 CHF | 0,41 CHF | 93 000 | 93 000 | 42 268 | 42 268 | 15 742 CHF | 16 165 CHF | 100,00% | 100,00% |
11/07/2024 | 2,88% | 0,37 CHF | 0,38 CHF | 94 000 | 94 000 | 42 457 | 42 457 | 14 904 CHF | 15 330 CHF | 100,00% | 100,00% |
10/07/2024 | 3,12% | 0,32 CHF | 0,33 CHF | 95 000 | 95 000 | 42 690 | 42 690 | 13 531 CHF | 13 958 CHF | 99,90% | 99,90% |
09/07/2024 | 2,92% | 0,31 CHF | 0,32 CHF | 95 000 | 95 000 | 42 624 | 42 624 | 14 372 CHF | 14 799 CHF | 100,00% | 100,00% |
08/07/2024 | 3,14% | 0,33 CHF | 0,34 CHF | 95 000 | 95 000 | 42 501 | 42 501 | 13 968 CHF | 14 394 CHF | 100,00% | 100,00% |
05/07/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 96 000 | 96 000 | 42 812 | 42 812 | 12 946 CHF | 13 375 CHF | 99,90% | 99,90% |
04/07/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 38 000 | 38 000 | 30 559 | 30 559 | 9 482 CHF | 9 788 CHF | 100,00% | 100,00% |
03/07/2024 | 2,91% | 0,33 CHF | 0,34 CHF | 95 000 | 95 000 | 42 596 | 42 596 | 14 507 CHF | 14 934 CHF | 100,00% | 100,00% |