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 | 3,08% | 0,32 CHF | 0,33 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 124 581 CHF | 128 481 CHF | 100,00% | 100,00% |
15/07/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 390 000 | 390 000 | 384 854 | 384 854 | 143 439 CHF | 147 287 CHF | 99,99% | 99,99% |
12/07/2024 | 2,50% | 0,42 CHF | 0,43 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 150 331 CHF | 154 126 CHF | 100,00% | 100,00% |
11/07/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 390 000 | 390 000 | 385 157 | 385 157 | 144 231 CHF | 148 085 CHF | 100,00% | 100,00% |
10/07/2024 | 3,42% | 0,33 CHF | 0,34 CHF | 390 000 | 390 000 | 399 253 | 399 253 | 115 021 CHF | 119 014 CHF | 100,00% | 100,00% |
09/07/2024 | 3,54% | 0,26 CHF | 0,27 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 110 657 CHF | 114 641 CHF | 99,73% | 99,73% |
08/07/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 128 806 CHF | 132 699 CHF | 99,32% | 99,32% |
05/07/2024 | 2,79% | 0,33 CHF | 0,34 CHF | 390 000 | 390 000 | 388 724 | 388 724 | 137 450 CHF | 141 337 CHF | 100,00% | 100,00% |
04/07/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 390 000 | 390 000 | 388 461 | 388 461 | 127 866 CHF | 131 750 CHF | 99,57% | 99,57% |
03/07/2024 | 3,03% | 0,34 CHF | 0,35 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 127 128 CHF | 131 040 CHF | 100,00% | 100,00% |