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 | 4,14% | 0,24 CHF | 0,25 CHF | 76 000 | 76 000 | 73 448 | 73 448 | 17 578 CHF | 18 317 CHF | 100,00% | 100,00% |
16/07/2024 | 3,95% | 0,24 CHF | 0,25 CHF | 76 000 | 76 000 | 72 725 | 72 725 | 18 145 CHF | 18 872 CHF | 99,99% | 99,99% |
15/07/2024 | 3,12% | 0,31 CHF | 0,32 CHF | 74 000 | 74 000 | 70 837 | 70 837 | 22 353 CHF | 23 062 CHF | 100,00% | 100,00% |
12/07/2024 | 2,74% | 0,37 CHF | 0,38 CHF | 72 000 | 72 000 | 70 126 | 70 126 | 25 276 CHF | 25 977 CHF | 100,00% | 100,00% |
11/07/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 72 000 | 72 000 | 70 082 | 70 082 | 25 107 CHF | 25 808 CHF | 100,00% | 100,00% |
10/07/2024 | 2,87% | 0,36 CHF | 0,37 CHF | 72 000 | 72 000 | 70 724 | 70 724 | 24 339 CHF | 25 047 CHF | 100,00% | 100,00% |
09/07/2024 | 2,76% | 0,34 CHF | 0,35 CHF | 74 000 | 74 000 | 70 618 | 70 618 | 25 221 CHF | 25 927 CHF | 100,00% | 100,00% |
08/07/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 72 000 | 72 000 | 70 128 | 70 128 | 25 669 CHF | 26 370 CHF | 100,00% | 100,00% |
05/07/2024 | 2,52% | 0,38 CHF | 0,39 CHF | 72 000 | 72 000 | 70 120 | 70 120 | 27 489 CHF | 28 190 CHF | 99,81% | 99,81% |
04/07/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 72 000 | 72 000 | 70 119 | 70 119 | 25 876 CHF | 26 577 CHF | 99,49% | 99,49% |