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 | 4,38% | 0,22 CHF | 0,23 CHF | 150 000 | 150 000 | 144 528 | 144 528 | 32 551 CHF | 34 003 CHF | 99,98% | 99,98% |
16/07/2024 | 4,32% | 0,22 CHF | 0,23 CHF | 130 000 | 130 000 | 125 596 | 125 596 | 28 897 CHF | 30 164 CHF | 100,00% | 100,00% |
15/07/2024 | 3,62% | 0,27 CHF | 0,28 CHF | 120 000 | 120 000 | 116 873 | 116 873 | 31 704 CHF | 32 873 CHF | 99,99% | 99,99% |
12/07/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 120 000 | 120 000 | 116 877 | 116 877 | 34 921 CHF | 36 089 CHF | 100,00% | 100,00% |
11/07/2024 | 3,30% | 0,29 CHF | 0,30 CHF | 120 000 | 120 000 | 116 875 | 116 875 | 34 858 CHF | 36 027 CHF | 99,99% | 99,99% |
10/07/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 120 000 | 120 000 | 119 863 | 119 863 | 34 955 CHF | 36 154 CHF | 100,00% | 100,00% |
09/07/2024 | 3,28% | 0,28 CHF | 0,30 CHF | 120 000 | 120 000 | 116 585 | 116 585 | 35 171 CHF | 36 340 CHF | 100,00% | 100,00% |
08/07/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 120 000 | 120 000 | 116 659 | 116 659 | 35 919 CHF | 37 088 CHF | 99,99% | 99,99% |
05/07/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 116 867 | 116 867 | 37 956 CHF | 39 125 CHF | 99,82% | 99,82% |
04/07/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 120 000 | 120 000 | 116 857 | 116 857 | 36 329 CHF | 37 498 CHF | 99,50% | 99,50% |