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 | 3,70% | 0,28 CHF | 0,29 CHF | 110 307 | 20 000 | 110 583 | 20 000 | 29 336 CHF | 5 506 CHF | 100,00% | 100,00% |
15/07/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 109 624 | 20 000 | 109 537 | 20 000 | 32 548 CHF | 6 143 CHF | 93,14% | 93,14% |
12/07/2024 | 4,25% | 0,22 CHF | 0,23 CHF | 111 595 | 20 000 | 111 543 | 20 000 | 25 739 CHF | 4 816 CHF | 99,01% | 99,01% |
11/07/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 110 447 | 20 000 | 110 938 | 20 000 | 28 828 CHF | 5 398 CHF | 99,08% | 99,08% |
10/07/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 110 316 | 20 000 | 110 392 | 20 000 | 31 580 CHF | 5 922 CHF | 100,00% | 100,00% |
09/07/2024 | 3,96% | 0,23 CHF | 0,24 CHF | 111 851 | 20 000 | 111 447 | 20 000 | 27 622 CHF | 5 158 CHF | 100,00% | 100,00% |
08/07/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 111 112 | 20 000 | 111 013 | 20 000 | 28 088 CHF | 5 261 CHF | 98,29% | 98,29% |
05/07/2024 | 3,57% | 0,26 CHF | 0,27 CHF | 111 303 | 20 000 | 110 787 | 20 000 | 30 578 CHF | 5 721 CHF | 93,65% | 93,65% |
04/07/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 110 994 | 20 000 | 111 222 | 20 000 | 30 054 CHF | 5 604 CHF | 100,00% | 100,00% |
03/07/2024 | 4,42% | 0,25 CHF | 0,26 CHF | 111 693 | 25 000 | 112 816 | 25 000 | 25 114 CHF | 5 818 CHF | 99,73% | 99,73% |