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 | 1,77% | 0,55 CHF | 0,56 CHF | 270 000 | 270 000 | 267 870 | 267 870 | 153 104 CHF | 155 804 CHF | 100,00% | 100,00% |
15/07/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 270 000 | 270 000 | 270 000 | 270 000 | 130 030 CHF | 132 730 CHF | 100,00% | 100,00% |
12/07/2024 | 2,50% | 0,42 CHF | 0,43 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 110 732 CHF | 113 532 CHF | 100,00% | 100,00% |
11/07/2024 | 2,16% | 0,43 CHF | 0,44 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 128 600 CHF | 131 400 CHF | 71,59% | 71,59% |
10/07/2024 | 1,91% | 0,47 CHF | 0,48 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 145 444 CHF | 148 244 CHF | 99,93% | 99,93% |
09/07/2024 | 2,22% | 0,43 CHF | 0,44 CHF | 300 000 | 300 000 | 299 269 | 299 269 | 134 270 CHF | 137 270 CHF | 100,00% | 100,00% |
08/07/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 320 000 | 320 000 | 319 417 | 319 417 | 127 931 CHF | 131 131 CHF | 100,00% | 100,00% |
05/07/2024 | 3,32% | 0,27 CHF | 0,28 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 103 904 CHF | 107 404 CHF | 100,00% | 100,00% |
04/07/2024 | 2,92% | 0,30 CHF | 0,31 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 118 453 CHF | 121 953 CHF | 100,00% | 100,00% |
03/07/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 330 000 | 330 000 | 330 000 | 330 000 | 127 752 CHF | 131 052 CHF | 100,00% | 100,00% |