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 | 3,37% | 0,27 CHF | 0,28 CHF | 90 000 | 90 000 | 40 688 | 40 688 | 11 782 CHF | 12 190 CHF | 99,90% | 99,90% |
15/07/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 91 000 | 91 000 | 41 120 | 41 120 | 13 157 CHF | 13 569 CHF | 99,96% | 99,96% |
12/07/2024 | 2,55% | 0,36 CHF | 0,37 CHF | 93 000 | 93 000 | 42 270 | 42 270 | 16 374 CHF | 16 798 CHF | 100,00% | 100,00% |
11/07/2024 | 2,45% | 0,39 CHF | 0,40 CHF | 94 000 | 94 000 | 42 457 | 42 457 | 17 412 CHF | 17 837 CHF | 100,00% | 100,00% |
10/07/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 95 000 | 95 000 | 42 689 | 42 689 | 19 121 CHF | 19 548 CHF | 99,90% | 99,90% |
09/07/2024 | 2,42% | 0,45 CHF | 0,46 CHF | 95 000 | 95 000 | 42 624 | 42 624 | 18 119 CHF | 18 546 CHF | 100,00% | 100,00% |
08/07/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 95 000 | 95 000 | 42 502 | 42 502 | 18 391 CHF | 18 817 CHF | 100,00% | 100,00% |
05/07/2024 | 2,22% | 0,47 CHF | 0,48 CHF | 96 000 | 96 000 | 42 812 | 42 812 | 19 737 CHF | 20 166 CHF | 99,90% | 99,90% |
04/07/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 38 000 | 38 000 | 30 559 | 30 559 | 13 993 CHF | 14 299 CHF | 100,00% | 100,00% |
03/07/2024 | 2,37% | 0,44 CHF | 0,45 CHF | 95 000 | 95 000 | 42 595 | 42 595 | 18 277 CHF | 18 704 CHF | 100,00% | 100,00% |