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 | 4,38% | 0,22 CHF | 0,23 CHF | 120 000 | 120 000 | 53 269 | 53 269 | 12 214 CHF | 12 752 CHF | 99,89% | 99,89% |
15/07/2024 | 4,38% | 0,24 CHF | 0,25 CHF | 120 000 | 120 000 | 53 530 | 53 530 | 12 370 CHF | 12 908 CHF | 99,99% | 99,99% |
12/07/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 120 000 | 120 000 | 53 491 | 53 491 | 12 418 CHF | 12 956 CHF | 100,00% | 100,00% |
11/07/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 110 000 | 110 000 | 51 593 | 51 593 | 14 340 CHF | 14 858 CHF | 100,00% | 100,00% |
10/07/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 110 000 | 110 000 | 51 395 | 51 395 | 13 941 CHF | 14 457 CHF | 100,00% | 100,00% |
09/07/2024 | 3,89% | 0,26 CHF | 0,27 CHF | 110 000 | 110 000 | 51 415 | 51 415 | 13 512 CHF | 14 029 CHF | 100,00% | 100,00% |
08/07/2024 | 4,21% | 0,23 CHF | 0,24 CHF | 120 000 | 120 000 | 53 486 | 53 486 | 12 695 CHF | 13 233 CHF | 100,00% | 100,00% |
05/07/2024 | 4,92% | 0,22 CHF | 0,23 CHF | 120 000 | 120 000 | 53 221 | 53 221 | 11 246 CHF | 11 784 CHF | 99,89% | 99,89% |
04/07/2024 | 4,55% | 0,22 CHF | 0,23 CHF | 50 000 | 50 000 | 39 248 | 39 248 | 8 499 CHF | 8 892 CHF | 100,00% | 100,00% |
03/07/2024 | 4,31% | 0,22 CHF | 0,23 CHF | 120 000 | 120 000 | 53 524 | 53 524 | 12 361 CHF | 12 899 CHF | 100,00% | 100,00% |