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 | 2,69% | 0,36 CHF | 0,37 CHF | 120 000 | 120 000 | 119 081 | 119 081 | 44 317 CHF | 45 517 CHF | 100,00% | 100,00% |
15/07/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 50 348 CHF | 51 548 CHF | 96,97% | 100,00% |
12/07/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 50 229 CHF | 51 429 CHF | 100,00% | 100,00% |
11/07/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 48 752 CHF | 49 952 CHF | 100,00% | 100,00% |
10/07/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 49 116 CHF | 50 316 CHF | 100,00% | 100,00% |
09/07/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 120 000 | 120 000 | 119 723 | 119 723 | 46 570 CHF | 47 770 CHF | 100,00% | 100,00% |
08/07/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 120 000 | 120 000 | 119 792 | 119 792 | 49 493 CHF | 50 693 CHF | 99,99% | 99,99% |
05/07/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 48 906 CHF | 50 106 CHF | 99,81% | 99,81% |
04/07/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 120 000 | 120 000 | 119 992 | 119 992 | 48 919 CHF | 50 119 CHF | 99,49% | 99,49% |
03/07/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 120 000 | 120 000 | 119 992 | 119 992 | 49 789 CHF | 50 989 CHF | 99,35% | 99,35% |