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 | 2,65% | 0,40 CHF | 0,41 CHF | 270 000 | 270 000 | 267 912 | 267 912 | 101 852 CHF | 104 552 CHF | 99,99% | 99,99% |
15/07/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 270 000 | 270 000 | 270 000 | 270 000 | 126 868 CHF | 129 568 CHF | 100,00% | 100,00% |
12/07/2024 | 1,76% | 0,54 CHF | 0,55 CHF | 270 000 | 270 000 | 270 000 | 270 000 | 151 750 CHF | 154 450 CHF | 100,00% | 100,00% |
11/07/2024 | 1,99% | 0,53 CHF | 0,54 CHF | 270 000 | 270 000 | 270 000 | 270 000 | 134 718 CHF | 137 418 CHF | 71,56% | 71,56% |
10/07/2024 | 2,21% | 0,50 CHF | 0,51 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 125 272 CHF | 128 072 CHF | 99,93% | 99,93% |
09/07/2024 | 1,93% | 0,53 CHF | 0,54 CHF | 270 000 | 270 000 | 269 382 | 269 382 | 139 119 CHF | 141 819 CHF | 100,00% | 100,00% |
08/07/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 270 000 | 270 000 | 269 528 | 269 528 | 153 439 CHF | 156 139 CHF | 100,00% | 100,00% |
05/07/2024 | 1,43% | 0,73 CHF | 0,74 CHF | 270 000 | 270 000 | 270 000 | 270 000 | 187 533 CHF | 190 233 CHF | 100,00% | 100,00% |
04/07/2024 | 1,52% | 0,70 CHF | 0,71 CHF | 270 000 | 270 000 | 270 000 | 270 000 | 176 614 CHF | 179 314 CHF | 100,00% | 100,00% |
03/07/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 172 657 CHF | 175 457 CHF | 100,00% | 100,00% |