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 | 2,45% | 0,39 CHF | 0,40 CHF | 195 000 | 195 000 | 88 471 | 88 471 | 35 835 CHF | 36 722 CHF | 99,89% | 99,89% |
15/07/2024 | 2,49% | 0,41 CHF | 0,42 CHF | 200 000 | 200 000 | 88 821 | 88 821 | 36 311 CHF | 37 201 CHF | 100,00% | 100,00% |
12/07/2024 | 2,60% | 0,41 CHF | 0,42 CHF | 200 000 | 200 000 | 86 695 | 86 695 | 33 954 CHF | 34 831 CHF | 100,00% | 100,00% |
11/07/2024 | 2,21% | 0,42 CHF | 0,43 CHF | 200 000 | 200 000 | 88 670 | 88 670 | 39 704 CHF | 40 593 CHF | 100,00% | 100,00% |
10/07/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 205 000 | 205 000 | 91 698 | 91 698 | 43 690 CHF | 44 611 CHF | 99,89% | 99,89% |
09/07/2024 | 2,55% | 0,49 CHF | 0,50 CHF | 210 000 | 210 000 | 89 155 | 89 155 | 43 438 CHF | 44 370 CHF | 99,66% | 99,66% |
08/07/2024 | 2,25% | 0,49 CHF | 0,50 CHF | 210 000 | 210 000 | 91 233 | 91 233 | 43 963 CHF | 44 904 CHF | 99,32% | 99,32% |
05/07/2024 | 2,11% | 0,49 CHF | 0,50 CHF | 210 000 | 210 000 | 93 269 | 93 269 | 45 176 CHF | 46 112 CHF | 99,89% | 99,89% |
04/07/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 82 000 | 82 000 | 66 092 | 66 092 | 31 727 CHF | 32 388 CHF | 99,66% | 99,66% |
03/07/2024 | 2,27% | 0,50 CHF | 0,51 CHF | 210 000 | 210 000 | 87 261 | 87 261 | 43 225 CHF | 44 163 CHF | 100,00% | 100,00% |