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 | 3,10% | 0,66 CHF | 0,67 CHF | 120 000 | 120 000 | 53 335 | 53 335 | 34 930 CHF | 35 808 CHF | 99,94% | 99,94% |
16/07/2024 | 3,24% | 0,58 CHF | 0,59 CHF | 122 000 | 122 000 | 55 096 | 55 096 | 30 576 CHF | 31 412 CHF | 99,90% | 99,90% |
15/07/2024 | 3,59% | 0,61 CHF | 0,62 CHF | 120 000 | 120 000 | 54 040 | 54 040 | 33 453 CHF | 34 429 CHF | 99,99% | 99,99% |
12/07/2024 | 2,99% | 0,62 CHF | 0,63 CHF | 120 000 | 120 000 | 54 677 | 54 677 | 32 541 CHF | 33 371 CHF | 100,00% | 100,00% |
11/07/2024 | 3,23% | 0,55 CHF | 0,56 CHF | 122 000 | 122 000 | 55 190 | 55 190 | 30 403 CHF | 31 240 CHF | 99,82% | 99,82% |
10/07/2024 | 3,12% | 0,55 CHF | 0,56 CHF | 122 000 | 122 000 | 54 892 | 54 892 | 30 919 CHF | 31 752 CHF | 100,00% | 100,00% |
09/07/2024 | 3,62% | 0,60 CHF | 0,61 CHF | 120 000 | 120 000 | 53 754 | 53 754 | 33 551 CHF | 34 524 CHF | 99,77% | 99,77% |
08/07/2024 | 3,28% | 0,68 CHF | 0,69 CHF | 118 000 | 118 000 | 53 239 | 53 239 | 36 984 CHF | 37 952 CHF | 100,00% | 100,00% |
05/07/2024 | 3,23% | 0,69 CHF | 0,70 CHF | 118 000 | 118 000 | 52 339 | 52 339 | 36 760 CHF | 37 707 CHF | 99,81% | 99,81% |
04/07/2024 | 3,46% | 0,73 CHF | 0,75 CHF | 47 000 | 47 000 | 37 434 | 37 434 | 27 001 CHF | 27 904 CHF | 99,98% | 99,98% |