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 | 3,46% | 0,27 CHF | 0,28 CHF | 110 307 | 20 000 | 110 583 | 20 000 | 31 484 CHF | 5 894 CHF | 100,00% | 100,00% |
15/07/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 109 624 | 20 000 | 109 537 | 20 000 | 27 697 CHF | 5 257 CHF | 93,14% | 93,14% |
12/07/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 111 620 | 20 000 | 111 615 | 20 000 | 36 028 CHF | 6 655 CHF | 99,01% | 99,01% |
11/07/2024 | 3,33% | 0,30 CHF | 0,31 CHF | 110 636 | 20 000 | 110 916 | 20 000 | 32 762 CHF | 6 107 CHF | 99,08% | 99,08% |
10/07/2024 | 3,65% | 0,26 CHF | 0,27 CHF | 110 412 | 20 000 | 110 388 | 20 000 | 29 698 CHF | 5 580 CHF | 100,00% | 100,00% |
09/07/2024 | 3,20% | 0,33 CHF | 0,34 CHF | 111 976 | 20 000 | 111 435 | 20 000 | 34 321 CHF | 6 359 CHF | 100,00% | 100,00% |
08/07/2024 | 3,90% | 0,30 CHF | 0,31 CHF | 111 057 | 20 000 | 111 012 | 20 000 | 33 604 CHF | 6 294 CHF | 98,29% | 98,29% |
05/07/2024 | 3,47% | 0,30 CHF | 0,31 CHF | 111 303 | 20 000 | 110 787 | 20 000 | 31 463 CHF | 5 879 CHF | 93,65% | 93,65% |
04/07/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 110 994 | 20 000 | 111 222 | 20 000 | 32 230 CHF | 5 996 CHF | 100,00% | 100,00% |
03/07/2024 | 2,95% | 0,31 CHF | 0,32 CHF | 111 829 | 25 000 | 112 823 | 25 000 | 37 728 CHF | 8 608 CHF | 99,73% | 99,73% |