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 | 2,40% | 0,83 CHF | 0,84 CHF | 120 000 | 120 000 | 53 344 | 53 344 | 44 454 CHF | 45 333 CHF | 99,94% | 99,94% |
16/07/2024 | 1,86% | 0,93 CHF | 0,94 CHF | 122 000 | 122 000 | 55 089 | 55 089 | 52 361 CHF | 53 198 CHF | 99,89% | 99,89% |
15/07/2024 | 2,69% | 0,90 CHF | 0,91 CHF | 120 000 | 120 000 | 54 047 | 54 047 | 47 622 CHF | 48 598 CHF | 100,00% | 100,00% |
12/07/2024 | 1,95% | 0,88 CHF | 0,89 CHF | 120 000 | 120 000 | 54 681 | 54 681 | 49 803 CHF | 50 633 CHF | 100,00% | 100,00% |
11/07/2024 | 1,86% | 0,95 CHF | 0,96 CHF | 122 000 | 122 000 | 55 189 | 55 189 | 52 791 CHF | 53 628 CHF | 99,83% | 99,83% |
10/07/2024 | 1,89% | 0,96 CHF | 0,97 CHF | 122 000 | 122 000 | 54 891 | 54 891 | 52 122 CHF | 52 955 CHF | 100,00% | 100,00% |
09/07/2024 | 2,65% | 0,91 CHF | 0,92 CHF | 120 000 | 120 000 | 53 754 | 53 754 | 47 391 CHF | 48 363 CHF | 99,77% | 99,77% |
08/07/2024 | 2,88% | 0,84 CHF | 0,85 CHF | 118 000 | 118 000 | 53 240 | 53 240 | 43 131 CHF | 44 099 CHF | 100,00% | 100,00% |
05/07/2024 | 2,91% | 0,82 CHF | 0,83 CHF | 118 000 | 118 000 | 52 340 | 52 340 | 42 252 CHF | 43 199 CHF | 99,81% | 99,81% |
04/07/2024 | 3,15% | 0,79 CHF | 0,81 CHF | 47 000 | 47 000 | 37 434 | 37 434 | 29 605 CHF | 30 508 CHF | 99,98% | 99,98% |