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 | 4,23% | 0,33 CHF | 0,34 CHF | 67 000 | 67 000 | 29 906 | 29 906 | 10 647 CHF | 11 039 CHF | 99,29% | 99,29% |
16/07/2024 | 5,04% | 0,37 CHF | 0,38 CHF | 67 000 | 67 000 | 22 672 | 22 672 | 9 207 CHF | 9 563 CHF | 99,90% | 99,90% |
15/07/2024 | 3,24% | 0,49 CHF | 0,50 CHF | 69 000 | 69 000 | 28 143 | 28 143 | 15 127 CHF | 15 538 CHF | 98,24% | 98,24% |
12/07/2024 | 2,75% | 0,55 CHF | 0,56 CHF | 70 000 | 70 000 | 31 598 | 31 598 | 17 628 CHF | 18 041 CHF | 100,00% | 100,00% |
11/07/2024 | 2,66% | 0,55 CHF | 0,56 CHF | 70 000 | 70 000 | 31 555 | 31 555 | 18 006 CHF | 18 418 CHF | 99,99% | 99,99% |
10/07/2024 | 2,43% | 0,62 CHF | 0,63 CHF | 70 000 | 70 000 | 31 836 | 31 836 | 20 099 CHF | 20 513 CHF | 100,00% | 100,00% |
09/07/2024 | 2,21% | 0,69 CHF | 0,70 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 22 640 CHF | 23 059 CHF | 100,00% | 100,00% |
08/07/2024 | 2,21% | 0,64 CHF | 0,65 CHF | 71 000 | 71 000 | 32 053 | 32 053 | 21 475 CHF | 21 891 CHF | 99,99% | 99,99% |
05/07/2024 | 2,29% | 0,73 CHF | 0,74 CHF | 72 000 | 72 000 | 32 244 | 32 244 | 22 308 CHF | 22 726 CHF | 99,89% | 99,89% |
04/07/2024 | 2,28% | 0,65 CHF | 0,66 CHF | 29 000 | 29 000 | 23 136 | 23 136 | 15 233 CHF | 15 560 CHF | 100,00% | 100,00% |