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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 4,01% | 0,30 CHF | 0,33 CHF | 14 000 | 14 000 | 85 892 | 85 892 | 22 569 CHF | 23 436 CHF | 98,79% | 98,79% |
24/07/2024 | 2,49% | 0,38 CHF | 0,41 CHF | 13 000 | 13 000 | 83 509 | 83 509 | 35 566 CHF | 36 410 CHF | 98,93% | 98,93% |
23/07/2024 | 2,13% | 0,52 CHF | 0,55 CHF | 13 000 | 13 000 | 81 794 | 81 794 | 40 206 CHF | 41 032 CHF | 98,91% | 98,91% |
22/07/2024 | 2,45% | 0,41 CHF | 0,44 CHF | 13 000 | 13 000 | 82 283 | 82 283 | 35 300 CHF | 36 131 CHF | 98,86% | 98,86% |
19/07/2024 | 2,50% | 0,39 CHF | 0,42 CHF | 13 000 | 13 000 | 82 514 | 82 514 | 34 897 CHF | 35 731 CHF | 98,93% | 98,93% |
18/07/2024 | 2,39% | 0,21 CHF | 0,24 CHF | 14 000 | 14 000 | 82 142 | 82 142 | 40 394 CHF | 41 226 CHF | 98,85% | 98,85% |
17/07/2024 | 1,92% | 0,48 CHF | 0,51 CHF | 13 000 | 13 000 | 79 867 | 79 867 | 44 901 CHF | 45 712 CHF | 98,56% | 98,56% |
16/07/2024 | 1,29% | 0,82 CHF | 0,86 CHF | 12 000 | 12 000 | 75 996 | 75 996 | 63 768 CHF | 64 539 CHF | 98,88% | 98,88% |
15/07/2024 | 1,20% | 0,84 CHF | 0,88 CHF | 12 000 | 12 000 | 75 980 | 75 980 | 69 252 CHF | 70 023 CHF | 98,85% | 98,85% |
12/07/2024 | 1,29% | 0,87 CHF | 0,91 CHF | 12 000 | 12 000 | 75 931 | 75 931 | 63 975 CHF | 64 746 CHF | 98,98% | 98,98% |