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 | 2,01% | 0,48 CHF | 0,49 CHF | 195 000 | 195 000 | 88 463 | 88 463 | 43 847 CHF | 44 733 CHF | 99,89% | 99,89% |
15/07/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 200 000 | 200 000 | 88 820 | 88 820 | 44 336 CHF | 45 226 CHF | 100,00% | 100,00% |
12/07/2024 | 2,12% | 0,50 CHF | 0,51 CHF | 200 000 | 200 000 | 86 692 | 86 692 | 41 813 CHF | 42 690 CHF | 100,00% | 100,00% |
11/07/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 200 000 | 200 000 | 88 672 | 88 672 | 47 781 CHF | 48 670 CHF | 100,00% | 100,00% |
10/07/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 205 000 | 205 000 | 91 698 | 91 698 | 51 992 CHF | 52 913 CHF | 99,90% | 99,90% |
09/07/2024 | 2,15% | 0,58 CHF | 0,59 CHF | 210 000 | 210 000 | 89 158 | 89 158 | 51 608 CHF | 52 540 CHF | 99,65% | 99,65% |
08/07/2024 | 1,90% | 0,58 CHF | 0,59 CHF | 210 000 | 210 000 | 91 234 | 91 234 | 52 223 CHF | 53 165 CHF | 99,31% | 99,31% |
05/07/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 210 000 | 210 000 | 93 269 | 93 269 | 53 766 CHF | 54 702 CHF | 99,90% | 99,90% |
04/07/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 82 000 | 82 000 | 66 094 | 66 094 | 37 848 CHF | 38 509 CHF | 99,64% | 99,64% |
03/07/2024 | 1,93% | 0,59 CHF | 0,60 CHF | 210 000 | 210 000 | 87 261 | 87 261 | 51 152 CHF | 52 090 CHF | 100,00% | 100,00% |