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 | 2,17% | 0,46 CHF | 0,47 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 65 444 CHF | 66 879 CHF | 100,00% | 100,00% |
15/07/2024 | 2,22% | 0,43 CHF | 0,44 CHF | 140 000 | 140 000 | 142 886 | 142 886 | 63 660 CHF | 65 089 CHF | 100,00% | 100,00% |
12/07/2024 | 2,25% | 0,41 CHF | 0,42 CHF | 140 000 | 140 000 | 141 565 | 141 565 | 62 208 CHF | 63 624 CHF | 100,00% | 100,00% |
11/07/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 140 000 | 140 000 | 139 859 | 139 859 | 58 643 CHF | 60 042 CHF | 99,64% | 99,64% |
10/07/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 140 000 | 140 000 | 137 949 | 137 949 | 53 721 CHF | 55 101 CHF | 100,00% | 100,00% |
09/07/2024 | 2,61% | 0,39 CHF | 0,40 CHF | 140 000 | 140 000 | 136 592 | 136 592 | 51 777 CHF | 53 143 CHF | 99,73% | 99,73% |
08/07/2024 | 2,78% | 0,37 CHF | 0,38 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 48 083 CHF | 49 438 CHF | 100,00% | 100,00% |
05/07/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 136 000 | 136 000 | 135 449 | 135 449 | 49 993 CHF | 51 347 CHF | 99,81% | 99,81% |
04/07/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 136 000 | 136 000 | 137 905 | 137 905 | 53 732 CHF | 55 111 CHF | 100,00% | 100,00% |
03/07/2024 | 2,44% | 0,39 CHF | 0,40 CHF | 136 000 | 136 000 | 139 184 | 139 184 | 56 437 CHF | 57 828 CHF | 100,00% | 100,00% |