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 | 3,44% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 180 128 | 100 000 | 51 435 CHF | 29 564 CHF | 100,00% | 100,00% |
15/07/2024 | 3,38% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 177 677 | 100 000 | 51 711 CHF | 30 129 CHF | 99,66% | 99,66% |
12/07/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 171 091 | 100 000 | 51 686 CHF | 31 218 CHF | 99,01% | 99,01% |
11/07/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 166 738 | 100 000 | 52 057 CHF | 32 311 CHF | 99,09% | 99,09% |
10/07/2024 | 3,11% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 163 295 | 100 000 | 51 610 CHF | 32 628 CHF | 100,00% | 100,00% |
09/07/2024 | 2,84% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 148 244 | 100 000 | 51 382 CHF | 35 707 CHF | 100,00% | 100,00% |
08/07/2024 | 2,63% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 139 732 | 100 000 | 52 546 CHF | 38 607 CHF | 100,00% | 100,00% |
05/07/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 139 604 | 100 000 | 52 150 CHF | 38 360 CHF | 98,98% | 98,98% |
04/07/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 144 627 | 100 000 | 51 368 CHF | 36 535 CHF | 100,00% | 100,00% |
03/07/2024 | 3,18% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 167 276 | 100 000 | 51 850 CHF | 32 081 CHF | 99,99% | 99,99% |