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 | 2,16% | 0,92 CHF | 0,93 CHF | 120 000 | 120 000 | 53 355 | 53 355 | 49 514 CHF | 50 392 CHF | 99,97% | 99,97% |
16/07/2024 | 1,70% | 1,02 CHF | 1,03 CHF | 122 000 | 122 000 | 55 096 | 55 096 | 57 636 CHF | 58 473 CHF | 99,90% | 99,90% |
15/07/2024 | 2,43% | 0,99 CHF | 1,00 CHF | 120 000 | 120 000 | 54 047 | 54 047 | 52 676 CHF | 53 652 CHF | 100,00% | 100,00% |
12/07/2024 | 1,77% | 0,98 CHF | 0,99 CHF | 120 000 | 120 000 | 54 678 | 54 678 | 55 066 CHF | 55 896 CHF | 100,00% | 100,00% |
11/07/2024 | 1,69% | 1,05 CHF | 1,06 CHF | 122 000 | 122 000 | 55 184 | 55 184 | 58 038 CHF | 58 875 CHF | 99,82% | 99,82% |
10/07/2024 | 1,72% | 1,06 CHF | 1,07 CHF | 122 000 | 122 000 | 54 892 | 54 892 | 57 403 CHF | 58 236 CHF | 100,00% | 100,00% |
09/07/2024 | 2,38% | 1,01 CHF | 1,02 CHF | 120 000 | 120 000 | 53 763 | 53 763 | 52 618 CHF | 53 591 CHF | 99,73% | 99,73% |
08/07/2024 | 2,58% | 0,93 CHF | 0,94 CHF | 118 000 | 118 000 | 53 240 | 53 240 | 48 229 CHF | 49 197 CHF | 100,00% | 100,00% |
05/07/2024 | 2,60% | 0,92 CHF | 0,93 CHF | 118 000 | 118 000 | 52 340 | 52 340 | 47 245 CHF | 48 192 CHF | 99,81% | 99,81% |
04/07/2024 | 2,82% | 0,89 CHF | 0,91 CHF | 47 000 | 47 000 | 37 435 | 37 435 | 33 199 CHF | 34 102 CHF | 99,98% | 99,98% |