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 | 1,96% | 0,51 CHF | 0,52 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 72 428 CHF | 73 862 CHF | 100,00% | 100,00% |
15/07/2024 | 2,00% | 0,48 CHF | 0,49 CHF | 140 000 | 140 000 | 142 885 | 142 885 | 70 633 CHF | 72 062 CHF | 100,00% | 100,00% |
12/07/2024 | 2,03% | 0,46 CHF | 0,47 CHF | 140 000 | 140 000 | 141 565 | 141 565 | 69 060 CHF | 70 476 CHF | 100,00% | 100,00% |
11/07/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 140 000 | 140 000 | 139 863 | 139 863 | 65 493 CHF | 66 893 CHF | 99,63% | 99,63% |
10/07/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 140 000 | 140 000 | 137 948 | 137 948 | 60 420 CHF | 61 800 CHF | 100,00% | 100,00% |
09/07/2024 | 2,32% | 0,44 CHF | 0,45 CHF | 140 000 | 140 000 | 136 593 | 136 593 | 58 358 CHF | 59 724 CHF | 99,74% | 99,74% |
08/07/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 54 710 CHF | 56 064 CHF | 100,00% | 100,00% |
05/07/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 136 000 | 136 000 | 135 449 | 135 449 | 56 395 CHF | 57 750 CHF | 99,81% | 99,81% |
04/07/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 136 000 | 136 000 | 137 906 | 137 906 | 60 502 CHF | 61 881 CHF | 100,00% | 100,00% |
03/07/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 136 000 | 136 000 | 139 184 | 139 184 | 63 160 CHF | 64 552 CHF | 100,00% | 100,00% |