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 | 2,42% | 0,41 CHF | 0,42 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 58 602 CHF | 60 036 CHF | 99,99% | 99,99% |
15/07/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 140 000 | 140 000 | 142 886 | 142 886 | 56 641 CHF | 58 070 CHF | 100,00% | 100,00% |
12/07/2024 | 2,53% | 0,36 CHF | 0,37 CHF | 140 000 | 140 000 | 141 565 | 141 565 | 55 361 CHF | 56 777 CHF | 100,00% | 100,00% |
11/07/2024 | 2,67% | 0,38 CHF | 0,39 CHF | 140 000 | 140 000 | 139 862 | 139 862 | 51 831 CHF | 53 230 CHF | 99,64% | 99,64% |
10/07/2024 | 2,89% | 0,35 CHF | 0,36 CHF | 140 000 | 140 000 | 137 949 | 137 949 | 47 057 CHF | 48 437 CHF | 100,00% | 100,00% |
09/07/2024 | 2,99% | 0,34 CHF | 0,35 CHF | 140 000 | 140 000 | 136 594 | 136 594 | 45 053 CHF | 46 419 CHF | 99,58% | 99,58% |
08/07/2024 | 3,21% | 0,32 CHF | 0,33 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 41 584 CHF | 42 938 CHF | 100,00% | 100,00% |
05/07/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 136 000 | 136 000 | 135 449 | 135 449 | 43 517 CHF | 44 872 CHF | 99,80% | 99,80% |
04/07/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 136 000 | 136 000 | 137 905 | 137 905 | 46 999 CHF | 48 378 CHF | 100,00% | 100,00% |
03/07/2024 | 2,76% | 0,34 CHF | 0,35 CHF | 136 000 | 136 000 | 139 184 | 139 184 | 49 742 CHF | 51 134 CHF | 100,00% | 100,00% |