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 | 2,39% | 0,44 CHF | 0,45 CHF | 120 000 | 120 000 | 115 950 | 115 950 | 48 738 CHF | 49 907 CHF | 100,00% | 100,00% |
15/07/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 110 000 | 110 000 | 107 129 | 107 129 | 55 459 CHF | 56 530 CHF | 100,00% | 100,00% |
12/07/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 110 000 | 110 000 | 107 137 | 107 137 | 57 552 CHF | 58 623 CHF | 100,00% | 100,00% |
11/07/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 110 000 | 110 000 | 107 135 | 107 135 | 58 340 CHF | 59 411 CHF | 100,00% | 100,00% |
10/07/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 110 000 | 110 000 | 107 831 | 107 831 | 54 916 CHF | 55 995 CHF | 100,00% | 100,00% |
09/07/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 110 000 | 110 000 | 106 882 | 106 882 | 56 480 CHF | 57 552 CHF | 100,00% | 100,00% |
08/07/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 110 000 | 110 000 | 106 944 | 106 944 | 55 031 CHF | 56 102 CHF | 100,00% | 100,00% |
05/07/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 110 000 | 110 000 | 107 128 | 107 128 | 59 853 CHF | 60 924 CHF | 99,81% | 99,81% |
04/07/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 110 000 | 110 000 | 107 117 | 107 117 | 63 804 CHF | 64 875 CHF | 99,49% | 99,49% |
03/07/2024 | 1,76% | 0,58 CHF | 0,59 CHF | 110 000 | 110 000 | 108 983 | 108 983 | 61 569 CHF | 62 659 CHF | 99,35% | 99,35% |