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 | 8,80% | 0,16 CHF | 0,17 CHF | 67 000 | 67 000 | 29 882 | 29 882 | 5 309 CHF | 5 733 CHF | 99,31% | 99,31% |
16/07/2024 | 8,30% | 0,20 CHF | 0,21 CHF | 67 000 | 67 000 | 23 203 | 23 203 | 5 274 CHF | 5 647 CHF | 99,90% | 99,90% |
15/07/2024 | 4,79% | 0,31 CHF | 0,32 CHF | 69 000 | 69 000 | 28 177 | 28 177 | 10 088 CHF | 10 499 CHF | 98,13% | 98,13% |
12/07/2024 | 4,04% | 0,37 CHF | 0,38 CHF | 70 000 | 70 000 | 31 598 | 31 598 | 11 955 CHF | 12 367 CHF | 100,00% | 100,00% |
11/07/2024 | 3,84% | 0,37 CHF | 0,38 CHF | 70 000 | 70 000 | 31 550 | 31 550 | 12 341 CHF | 12 753 CHF | 99,97% | 99,97% |
10/07/2024 | 3,38% | 0,44 CHF | 0,45 CHF | 70 000 | 70 000 | 31 836 | 31 836 | 14 359 CHF | 14 774 CHF | 100,00% | 100,00% |
09/07/2024 | 2,97% | 0,51 CHF | 0,52 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 16 831 CHF | 17 250 CHF | 100,00% | 100,00% |
08/07/2024 | 2,97% | 0,46 CHF | 0,47 CHF | 71 000 | 71 000 | 32 062 | 32 062 | 15 728 CHF | 16 145 CHF | 99,70% | 99,70% |
05/07/2024 | 3,12% | 0,55 CHF | 0,56 CHF | 72 000 | 72 000 | 32 243 | 32 243 | 16 500 CHF | 16 918 CHF | 99,89% | 99,89% |
04/07/2024 | 3,12% | 0,47 CHF | 0,48 CHF | 29 000 | 29 000 | 23 136 | 23 136 | 11 063 CHF | 11 390 CHF | 100,00% | 100,00% |