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 | 2,83% | 0,35 CHF | 0,36 CHF | 76 000 | 76 000 | 73 453 | 73 453 | 25 880 CHF | 26 618 CHF | 100,00% | 100,00% |
16/07/2024 | 2,73% | 0,35 CHF | 0,36 CHF | 76 000 | 76 000 | 72 725 | 72 725 | 26 318 CHF | 27 045 CHF | 100,00% | 100,00% |
15/07/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 74 000 | 74 000 | 70 837 | 70 837 | 30 364 CHF | 31 072 CHF | 100,00% | 100,00% |
12/07/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 72 000 | 72 000 | 70 126 | 70 126 | 33 191 CHF | 33 893 CHF | 100,00% | 100,00% |
11/07/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 72 000 | 72 000 | 70 083 | 70 083 | 32 958 CHF | 33 660 CHF | 100,00% | 100,00% |
10/07/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 72 000 | 72 000 | 70 724 | 70 724 | 32 240 CHF | 32 948 CHF | 100,00% | 100,00% |
09/07/2024 | 2,11% | 0,45 CHF | 0,46 CHF | 74 000 | 74 000 | 70 619 | 70 619 | 33 141 CHF | 33 847 CHF | 100,00% | 100,00% |
08/07/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 72 000 | 72 000 | 70 128 | 70 128 | 33 471 CHF | 34 173 CHF | 100,00% | 100,00% |
05/07/2024 | 1,97% | 0,49 CHF | 0,50 CHF | 72 000 | 72 000 | 70 120 | 70 120 | 35 284 CHF | 35 985 CHF | 99,81% | 99,81% |
04/07/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 72 000 | 72 000 | 70 118 | 70 118 | 33 655 CHF | 34 356 CHF | 99,49% | 99,49% |