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 | 2,19% | 0,73 CHF | 0,74 CHF | 67 000 | 67 000 | 29 901 | 29 901 | 21 216 CHF | 21 608 CHF | 99,32% | 99,32% |
16/07/2024 | 3,76% | 0,70 CHF | 0,71 CHF | 67 000 | 67 000 | 22 666 | 22 676 | 15 099 CHF | 15 463 CHF | 99,84% | 99,84% |
15/07/2024 | 3,38% | 0,58 CHF | 0,59 CHF | 69 000 | 69 000 | 28 147 | 28 147 | 15 063 CHF | 15 474 CHF | 98,37% | 98,37% |
12/07/2024 | 2,94% | 0,53 CHF | 0,54 CHF | 70 000 | 70 000 | 31 599 | 31 599 | 16 347 CHF | 16 759 CHF | 100,00% | 100,00% |
11/07/2024 | 3,04% | 0,52 CHF | 0,53 CHF | 70 000 | 70 000 | 31 561 | 31 480 | 15 964 CHF | 16 333 CHF | 100,00% | 100,00% |
10/07/2024 | 3,39% | 0,46 CHF | 0,47 CHF | 70 000 | 70 000 | 31 852 | 31 852 | 14 301 CHF | 14 716 CHF | 100,00% | 100,00% |
09/07/2024 | 3,95% | 0,39 CHF | 0,40 CHF | 72 000 | 72 000 | 32 189 | 32 241 | 12 135 CHF | 12 574 CHF | 100,00% | 100,00% |
08/07/2024 | 3,98% | 0,44 CHF | 0,45 CHF | 71 000 | 71 000 | 32 059 | 31 690 | 13 088 CHF | 13 361 CHF | 100,00% | 100,00% |
05/07/2024 | 3,72% | 0,35 CHF | 0,36 CHF | 72 000 | 72 000 | 32 136 | 32 136 | 12 542 CHF | 12 960 CHF | 99,62% | 99,62% |
04/07/2024 | 3,56% | 0,43 CHF | 0,44 CHF | 29 000 | 29 000 | 23 156 | 23 156 | 9 850 CHF | 10 177 CHF | 99,60% | 99,60% |