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 | 2,23% | 0,46 CHF | 0,47 CHF | 110 666 | 20 000 | 110 638 | 20 000 | 49 024 CHF | 9 062 CHF | 88,32% | 88,32% |
15/07/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 109 624 | 20 000 | 109 531 | 20 000 | 52 269 CHF | 9 744 CHF | 90,89% | 90,89% |
12/07/2024 | 2,89% | 0,40 CHF | 0,41 CHF | 111 595 | 20 000 | 111 564 | 20 000 | 45 606 CHF | 8 416 CHF | 99,01% | 99,01% |
11/07/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 110 447 | 20 000 | 110 987 | 20 000 | 48 696 CHF | 8 976 CHF | 94,43% | 94,43% |
10/07/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 110 000 | 20 000 | 110 047 | 20 000 | 51 402 CHF | 9 542 CHF | 77,69% | 77,69% |
09/07/2024 | 2,32% | 0,41 CHF | 0,42 CHF | 111 976 | 20 000 | 111 422 | 20 000 | 47 496 CHF | 8 726 CHF | 100,00% | 100,00% |
08/07/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 111 112 | 20 000 | 111 064 | 20 000 | 47 863 CHF | 8 819 CHF | 89,50% | 89,50% |
05/07/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 111 223 | 20 000 | 110 516 | 20 000 | 50 046 CHF | 9 258 CHF | 89,58% | 89,58% |
04/07/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 111 117 | 20 000 | 111 253 | 20 000 | 49 762 CHF | 9 146 CHF | 69,91% | 69,91% |
03/07/2024 | 2,46% | 0,43 CHF | 0,44 CHF | 111 693 | 25 000 | 112 816 | 25 000 | 45 421 CHF | 10 318 CHF | 99,73% | 99,73% |