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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 76 000 | 76 000 | 73 453 | 73 453 | 33 713 CHF | 34 452 CHF | 100,00% | 100,00% |
16/07/2024 | 2,11% | 0,45 CHF | 0,46 CHF | 76 000 | 76 000 | 72 725 | 72 725 | 34 180 CHF | 34 908 CHF | 100,00% | 100,00% |
15/07/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 74 000 | 74 000 | 70 837 | 70 837 | 38 003 CHF | 38 711 CHF | 100,00% | 100,00% |
12/07/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 72 000 | 72 000 | 70 126 | 70 126 | 40 724 CHF | 41 426 CHF | 100,00% | 100,00% |
11/07/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 72 000 | 72 000 | 70 083 | 70 083 | 40 462 CHF | 41 163 CHF | 99,99% | 99,99% |
10/07/2024 | 1,76% | 0,58 CHF | 0,59 CHF | 72 000 | 72 000 | 70 724 | 70 724 | 39 749 CHF | 40 456 CHF | 100,00% | 100,00% |
09/07/2024 | 1,72% | 0,55 CHF | 0,56 CHF | 74 000 | 74 000 | 70 618 | 70 618 | 40 606 CHF | 41 313 CHF | 100,00% | 100,00% |
08/07/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 72 000 | 72 000 | 70 128 | 70 128 | 40 962 CHF | 41 663 CHF | 100,00% | 100,00% |
05/07/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 72 000 | 72 000 | 70 120 | 70 120 | 42 750 CHF | 43 451 CHF | 99,82% | 99,82% |
04/07/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 72 000 | 72 000 | 70 119 | 70 119 | 41 124 CHF | 41 825 CHF | 99,50% | 99,50% |