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 | 5,04% | 0,20 CHF | 0,21 CHF | 180 000 | 180 000 | 173 880 | 173 880 | 34 176 CHF | 35 929 CHF | 99,99% | 99,99% |
15/07/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 170 000 | 170 000 | 160 992 | 160 992 | 41 769 CHF | 43 379 CHF | 100,00% | 100,00% |
12/07/2024 | 3,58% | 0,28 CHF | 0,28 CHF | 170 000 | 170 000 | 165 576 | 165 576 | 45 398 CHF | 47 054 CHF | 100,00% | 100,00% |
11/07/2024 | 3,50% | 0,28 CHF | 0,28 CHF | 170 000 | 170 000 | 165 572 | 165 572 | 46 474 CHF | 48 130 CHF | 100,00% | 100,00% |
10/07/2024 | 3,81% | 0,27 CHF | 0,28 CHF | 170 000 | 170 000 | 165 570 | 165 570 | 42 694 CHF | 44 350 CHF | 100,00% | 100,00% |
09/07/2024 | 3,65% | 0,26 CHF | 0,27 CHF | 170 000 | 170 000 | 165 163 | 165 163 | 44 618 CHF | 46 273 CHF | 100,00% | 100,00% |
08/07/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 170 000 | 170 000 | 165 256 | 165 256 | 43 241 CHF | 44 896 CHF | 100,00% | 100,00% |
05/07/2024 | 3,37% | 0,28 CHF | 0,29 CHF | 160 000 | 160 000 | 148 085 | 148 085 | 43 138 CHF | 44 618 CHF | 99,81% | 99,81% |
04/07/2024 | 3,09% | 0,32 CHF | 0,33 CHF | 160 000 | 160 000 | 155 810 | 155 810 | 49 585 CHF | 51 143 CHF | 99,49% | 99,49% |
03/07/2024 | 3,32% | 0,31 CHF | 0,32 CHF | 170 000 | 170 000 | 167 409 | 167 409 | 49 641 CHF | 51 315 CHF | 99,35% | 99,35% |