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 | 3,01% | 0,70 CHF | 0,71 CHF | 150 000 | 150 000 | 69 090 | 69 090 | 51 999 CHF | 53 253 CHF | 97,05% | 97,05% |
15/07/2024 | 3,19% | 0,77 CHF | 0,78 CHF | 155 000 | 155 000 | 69 453 | 69 453 | 51 385 CHF | 52 645 CHF | 99,99% | 99,99% |
12/07/2024 | 3,23% | 0,76 CHF | 0,77 CHF | 155 000 | 155 000 | 68 426 | 68 426 | 49 569 CHF | 50 804 CHF | 99,98% | 99,98% |
11/07/2024 | 3,28% | 0,67 CHF | 0,68 CHF | 150 000 | 150 000 | 67 379 | 67 379 | 46 939 CHF | 48 162 CHF | 99,82% | 99,82% |
10/07/2024 | 3,26% | 0,71 CHF | 0,72 CHF | 150 000 | 150 000 | 67 410 | 67 410 | 47 715 CHF | 48 939 CHF | 100,00% | 100,00% |
09/07/2024 | 4,55% | 0,68 CHF | 0,69 CHF | 150 000 | 150 000 | 67 451 | 67 451 | 45 180 CHF | 46 737 CHF | 99,73% | 99,73% |
08/07/2024 | 3,93% | 0,59 CHF | 0,60 CHF | 145 000 | 145 000 | 66 581 | 66 581 | 41 818 CHF | 43 193 CHF | 99,92% | 99,92% |
05/07/2024 | 3,33% | 0,69 CHF | 0,70 CHF | 150 000 | 150 000 | 67 205 | 67 205 | 46 959 CHF | 48 182 CHF | 99,70% | 99,70% |
04/07/2024 | 4,14% | 0,69 CHF | 0,71 CHF | 60 000 | 60 000 | 48 304 | 48 304 | 33 138 CHF | 34 442 CHF | 99,95% | 99,95% |
03/07/2024 | 4,55% | 0,70 CHF | 0,71 CHF | 150 000 | 150 000 | 67 365 | 67 365 | 46 268 CHF | 47 838 CHF | 100,00% | 100,00% |