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 | 1,89% | 0,52 CHF | 0,53 CHF | 355 000 | 355 000 | 196 122 | 196 122 | 104 439 CHF | 106 404 CHF | 99,89% | 99,89% |
15/07/2024 | 1,90% | 0,55 CHF | 0,56 CHF | 355 000 | 355 000 | 197 805 | 197 805 | 105 343 CHF | 107 325 CHF | 97,60% | 97,60% |
12/07/2024 | 2,35% | 0,49 CHF | 0,50 CHF | 360 000 | 360 000 | 201 071 | 201 071 | 88 003 CHF | 90 018 CHF | 99,99% | 99,99% |
11/07/2024 | 2,11% | 0,40 CHF | 0,41 CHF | 370 000 | 370 000 | 198 791 | 198 791 | 94 500 CHF | 96 501 CHF | 99,99% | 99,99% |
10/07/2024 | 2,26% | 0,47 CHF | 0,48 CHF | 360 000 | 360 000 | 199 961 | 199 961 | 90 560 CHF | 92 566 CHF | 99,89% | 99,89% |
09/07/2024 | 2,43% | 0,42 CHF | 0,43 CHF | 365 000 | 365 000 | 201 761 | 201 761 | 83 890 CHF | 85 911 CHF | 99,43% | 99,43% |
08/07/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 370 000 | 370 000 | 204 132 | 204 132 | 79 497 CHF | 81 543 CHF | 100,00% | 100,00% |
05/07/2024 | 3,18% | 0,36 CHF | 0,37 CHF | 370 000 | 370 000 | 206 052 | 206 052 | 67 010 CHF | 69 075 CHF | 99,34% | 99,34% |
04/07/2024 | 3,28% | 0,30 CHF | 0,31 CHF | 188 000 | 188 000 | 167 770 | 167 770 | 50 271 CHF | 51 949 CHF | 99,49% | 99,49% |
03/07/2024 | 3,56% | 0,29 CHF | 0,30 CHF | 380 000 | 380 000 | 209 296 | 209 296 | 59 310 CHF | 61 407 CHF | 99,35% | 99,35% |