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 | 2,40% | 0,41 CHF | 0,42 CHF | 230 000 | 230 000 | 229 059 | 229 059 | 94 314 CHF | 96 604 CHF | 100,00% | 100,00% |
15/07/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 230 000 | 230 000 | 229 052 | 229 052 | 87 993 CHF | 90 283 CHF | 100,00% | 100,00% |
12/07/2024 | 2,55% | 0,37 CHF | 0,38 CHF | 230 000 | 230 000 | 229 052 | 229 052 | 88 573 CHF | 90 864 CHF | 100,00% | 100,00% |
11/07/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 230 000 | 230 000 | 228 888 | 228 888 | 93 495 CHF | 95 785 CHF | 99,99% | 99,99% |
10/07/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 230 000 | 230 000 | 238 945 | 238 945 | 101 784 CHF | 104 174 CHF | 100,00% | 100,00% |
09/07/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 240 000 | 240 000 | 239 010 | 239 010 | 103 084 CHF | 105 474 CHF | 100,00% | 100,00% |
08/07/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 240 000 | 240 000 | 238 662 | 238 662 | 99 436 CHF | 101 822 CHF | 100,00% | 100,00% |
05/07/2024 | 2,33% | 0,44 CHF | 0,45 CHF | 240 000 | 240 000 | 238 803 | 238 803 | 101 227 CHF | 103 615 CHF | 100,00% | 100,00% |
04/07/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 240 000 | 240 000 | 239 010 | 239 010 | 101 900 CHF | 104 290 CHF | 100,00% | 100,00% |
03/07/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 240 000 | 240 000 | 239 010 | 239 010 | 107 472 CHF | 109 863 CHF | 100,00% | 100,00% |