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 | 2,34% | 0,46 CHF | 0,47 CHF | 225 000 | 225 000 | 101 804 | 101 804 | 45 052 CHF | 46 072 CHF | 99,89% | 99,89% |
15/07/2024 | 2,40% | 0,39 CHF | 0,40 CHF | 235 000 | 235 000 | 102 733 | 102 733 | 41 392 CHF | 42 421 CHF | 100,00% | 100,00% |
12/07/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 225 000 | 225 000 | 98 467 | 98 467 | 46 873 CHF | 47 879 CHF | 100,00% | 100,00% |
11/07/2024 | 2,72% | 0,41 CHF | 0,42 CHF | 230 000 | 230 000 | 103 636 | 103 636 | 39 911 CHF | 40 950 CHF | 99,97% | 99,97% |
10/07/2024 | 3,14% | 0,32 CHF | 0,33 CHF | 240 000 | 240 000 | 107 294 | 107 294 | 34 122 CHF | 35 197 CHF | 99,89% | 99,89% |
09/07/2024 | 3,07% | 0,31 CHF | 0,32 CHF | 240 000 | 240 000 | 107 171 | 107 171 | 35 070 CHF | 36 144 CHF | 99,73% | 99,73% |
08/07/2024 | 2,77% | 0,33 CHF | 0,34 CHF | 240 000 | 240 000 | 105 601 | 105 601 | 37 700 CHF | 38 758 CHF | 99,33% | 99,33% |
05/07/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 240 000 | 240 000 | 106 445 | 106 445 | 35 306 CHF | 36 373 CHF | 100,00% | 100,00% |
04/07/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 96 000 | 96 000 | 76 921 | 76 921 | 25 061 CHF | 25 831 CHF | 99,65% | 99,65% |
03/07/2024 | 2,78% | 0,31 CHF | 0,32 CHF | 240 000 | 240 000 | 105 163 | 105 163 | 37 319 CHF | 38 372 CHF | 100,00% | 100,00% |