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 | 3,31% | 0,31 CHF | 0,32 CHF | 150 000 | 150 000 | 149 236 | 149 236 | 44 779 CHF | 46 279 CHF | 99,99% | 99,99% |
16/07/2024 | 3,30% | 0,29 CHF | 0,30 CHF | 150 000 | 150 000 | 150 136 | 150 136 | 44 768 CHF | 46 269 CHF | 100,00% | 100,00% |
15/07/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 48 165 CHF | 49 665 CHF | 100,00% | 100,00% |
12/07/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 49 555 CHF | 51 055 CHF | 100,00% | 100,00% |
11/07/2024 | 3,06% | 0,31 CHF | 0,32 CHF | 150 000 | 150 000 | 149 882 | 149 882 | 48 440 CHF | 49 940 CHF | 99,99% | 99,99% |
10/07/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 48 703 CHF | 50 203 CHF | 100,00% | 100,00% |
09/07/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 48 543 CHF | 50 043 CHF | 100,00% | 100,00% |
08/07/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 49 717 CHF | 51 217 CHF | 100,00% | 100,00% |
05/07/2024 | 2,63% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 372 CHF | 57 872 CHF | 99,82% | 99,82% |
04/07/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 57 755 CHF | 59 255 CHF | 99,50% | 99,50% |