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 | 4,49% | 0,22 CHF | 0,23 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 85 032 CHF | 88 932 CHF | 99,99% | 99,99% |
15/07/2024 | 3,61% | 0,26 CHF | 0,27 CHF | 390 000 | 390 000 | 384 854 | 384 854 | 104 754 CHF | 108 602 CHF | 100,00% | 100,00% |
12/07/2024 | 3,33% | 0,31 CHF | 0,32 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 112 194 CHF | 115 990 CHF | 100,00% | 100,00% |
11/07/2024 | 3,61% | 0,28 CHF | 0,29 CHF | 390 000 | 390 000 | 385 157 | 385 157 | 105 166 CHF | 109 020 CHF | 100,00% | 100,00% |
10/07/2024 | 5,22% | 0,23 CHF | 0,24 CHF | 390 000 | 390 000 | 399 253 | 399 253 | 75 029 CHF | 79 022 CHF | 100,00% | 100,00% |
09/07/2024 | 5,53% | 0,17 CHF | 0,18 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 70 419 CHF | 74 403 CHF | 99,73% | 99,73% |
08/07/2024 | 4,25% | 0,23 CHF | 0,24 CHF | 390 000 | 390 000 | 389 324 | 389 324 | 89 841 CHF | 93 735 CHF | 99,28% | 99,28% |
05/07/2024 | 3,90% | 0,23 CHF | 0,24 CHF | 390 000 | 390 000 | 388 724 | 388 724 | 98 220 CHF | 102 107 CHF | 100,00% | 100,00% |
04/07/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 89 027 CHF | 92 912 CHF | 99,61% | 99,61% |
03/07/2024 | 4,37% | 0,24 CHF | 0,25 CHF | 390 000 | 390 000 | 391 142 | 391 142 | 87 818 CHF | 91 729 CHF | 100,00% | 100,00% |