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 | 1,88% | 0,59 CHF | 0,60 CHF | 78 000 | 78 000 | 35 389 | 35 389 | 19 686 CHF | 20 041 CHF | 99,90% | 99,90% |
15/07/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 80 000 | 80 000 | 35 786 | 35 786 | 19 472 CHF | 19 831 CHF | 99,99% | 99,99% |
12/07/2024 | 1,76% | 0,55 CHF | 0,56 CHF | 80 000 | 80 000 | 35 074 | 35 074 | 20 838 CHF | 21 193 CHF | 100,00% | 100,00% |
11/07/2024 | 2,40% | 0,50 CHF | 0,51 CHF | 80 000 | 80 000 | 35 616 | 35 616 | 15 961 CHF | 16 318 CHF | 100,00% | 100,00% |
10/07/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 82 000 | 82 000 | 36 812 | 36 812 | 14 028 CHF | 14 398 CHF | 99,90% | 99,90% |
09/07/2024 | 3,52% | 0,34 CHF | 0,35 CHF | 84 000 | 84 000 | 35 675 | 35 675 | 12 615 CHF | 12 989 CHF | 99,70% | 99,70% |
08/07/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 84 000 | 84 000 | 36 477 | 36 477 | 13 250 CHF | 13 627 CHF | 99,27% | 99,27% |
05/07/2024 | 2,67% | 0,34 CHF | 0,35 CHF | 84 000 | 84 000 | 37 463 | 37 463 | 13 513 CHF | 13 889 CHF | 99,90% | 99,90% |
04/07/2024 | 2,62% | 0,36 CHF | 0,37 CHF | 33 000 | 33 000 | 26 667 | 26 667 | 10 059 CHF | 10 326 CHF | 99,59% | 99,59% |
03/07/2024 | 3,51% | 0,34 CHF | 0,35 CHF | 84 000 | 84 000 | 34 868 | 34 868 | 11 985 CHF | 12 360 CHF | 100,00% | 100,00% |