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 | 2,78% | 0,35 CHF | 0,36 CHF | 120 000 | 120 000 | 53 259 | 53 259 | 19 433 CHF | 19 971 CHF | 99,89% | 99,89% |
15/07/2024 | 2,72% | 0,38 CHF | 0,39 CHF | 120 000 | 120 000 | 53 530 | 53 530 | 19 999 CHF | 20 536 CHF | 99,99% | 99,99% |
12/07/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 120 000 | 120 000 | 53 522 | 53 522 | 20 130 CHF | 20 668 CHF | 100,00% | 100,00% |
11/07/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 110 000 | 110 000 | 51 578 | 51 578 | 22 089 CHF | 22 608 CHF | 99,99% | 99,99% |
10/07/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 110 000 | 110 000 | 51 395 | 51 395 | 21 819 CHF | 22 336 CHF | 100,00% | 100,00% |
09/07/2024 | 2,49% | 0,41 CHF | 0,42 CHF | 110 000 | 110 000 | 51 403 | 51 403 | 21 211 CHF | 21 728 CHF | 100,00% | 100,00% |
08/07/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 120 000 | 120 000 | 53 482 | 53 482 | 20 477 CHF | 21 015 CHF | 100,00% | 100,00% |
05/07/2024 | 3,11% | 0,36 CHF | 0,37 CHF | 120 000 | 120 000 | 53 221 | 53 221 | 18 150 CHF | 18 688 CHF | 99,89% | 99,89% |
04/07/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 39 247 | 39 247 | 13 369 CHF | 13 763 CHF | 100,00% | 100,00% |
03/07/2024 | 2,69% | 0,35 CHF | 0,36 CHF | 120 000 | 120 000 | 53 523 | 53 523 | 20 026 CHF | 20 563 CHF | 100,00% | 100,00% |