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 | 4,02% | 0,26 CHF | 0,27 CHF | 110 000 | 110 000 | 106 272 | 106 272 | 26 353 CHF | 27 424 CHF | 99,99% | 99,99% |
15/07/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 100 000 | 100 000 | 96 866 | 96 866 | 31 659 CHF | 32 633 CHF | 100,00% | 100,00% |
12/07/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 100 000 | 100 000 | 97 397 | 97 397 | 33 929 CHF | 34 903 CHF | 100,00% | 100,00% |
11/07/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 100 000 | 100 000 | 97 395 | 97 395 | 34 909 CHF | 35 883 CHF | 100,00% | 100,00% |
10/07/2024 | 3,00% | 0,34 CHF | 0,35 CHF | 100 000 | 100 000 | 98 092 | 98 092 | 32 196 CHF | 33 177 CHF | 100,00% | 100,00% |
09/07/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 100 000 | 100 000 | 97 156 | 97 156 | 33 526 CHF | 34 500 CHF | 100,00% | 100,00% |
08/07/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 100 000 | 100 000 | 97 216 | 97 216 | 32 424 CHF | 33 398 CHF | 99,99% | 99,99% |
05/07/2024 | 2,64% | 0,36 CHF | 0,37 CHF | 100 000 | 100 000 | 97 389 | 97 389 | 36 417 CHF | 37 391 CHF | 99,82% | 99,82% |
04/07/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 100 000 | 100 000 | 97 381 | 97 381 | 39 972 CHF | 40 946 CHF | 99,50% | 99,50% |
03/07/2024 | 2,60% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 97 377 | 97 377 | 37 016 CHF | 37 990 CHF | 99,35% | 99,35% |