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 | 3,47% | 0,38 CHF | 0,40 CHF | 111 228 | 25 000 | 111 789 | 25 000 | 38 619 CHF | 8 941 CHF | 100,00% | 100,00% |
15/07/2024 | 2,59% | 0,42 CHF | 0,43 CHF | 110 679 | 25 000 | 110 092 | 25 000 | 50 238 CHF | 11 709 CHF | 36,85% | 36,85% |
12/07/2024 | 2,60% | 0,50 CHF | 0,51 CHF | 109 635 | 25 000 | 107 455 | 25 000 | 51 053 CHF | 12 210 CHF | 43,46% | 43,46% |
11/07/2024 | 3,26% | 0,46 CHF | 0,47 CHF | 110 128 | 25 000 | 111 638 | 25 000 | 41 124 CHF | 9 517 CHF | 98,11% | 98,11% |
10/07/2024 | 3,94% | 0,26 CHF | 0,28 CHF | 113 487 | 25 000 | 112 807 | 25 000 | 33 568 CHF | 7 739 CHF | 100,00% | 100,00% |
09/07/2024 | 2,88% | 0,37 CHF | 0,38 CHF | 111 740 | 25 000 | 111 177 | 25 000 | 45 767 CHF | 10 594 CHF | 89,51% | 89,51% |
08/07/2024 | 2,91% | 0,40 CHF | 0,41 CHF | 111 250 | 25 000 | 111 026 | 25 000 | 45 194 CHF | 10 477 CHF | 91,45% | 91,45% |
05/07/2024 | 3,07% | 0,35 CHF | 0,36 CHF | 112 112 | 25 000 | 111 622 | 25 000 | 43 765 CHF | 10 108 CHF | 98,80% | 98,80% |
04/07/2024 | 3,06% | 0,43 CHF | 0,45 CHF | 111 225 | 25 000 | 111 927 | 25 000 | 43 523 CHF | 10 025 CHF | 100,00% | 100,00% |
03/07/2024 | 3,10% | 0,30 CHF | 0,31 CHF | 113 257 | 25 000 | 112 235 | 25 000 | 43 368 CHF | 9 965 CHF | 99,73% | 99,73% |