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 | 5,01% | 0,25 CHF | 0,26 CHF | 110 174 | 20 000 | 110 633 | 20 000 | 25 486 CHF | 4 844 CHF | 100,00% | 100,00% |
15/07/2024 | 3,70% | 0,26 CHF | 0,27 CHF | 109 620 | 20 000 | 109 545 | 20 000 | 29 106 CHF | 5 514 CHF | 93,14% | 93,14% |
12/07/2024 | 4,96% | 0,19 CHF | 0,20 CHF | 111 620 | 20 000 | 111 615 | 20 000 | 22 011 CHF | 4 145 CHF | 99,01% | 99,01% |
11/07/2024 | 4,30% | 0,22 CHF | 0,23 CHF | 110 636 | 20 000 | 110 921 | 20 000 | 25 246 CHF | 4 753 CHF | 99,08% | 99,08% |
10/07/2024 | 3,87% | 0,26 CHF | 0,27 CHF | 110 316 | 20 000 | 110 388 | 20 000 | 28 001 CHF | 5 273 CHF | 100,00% | 100,00% |
09/07/2024 | 4,59% | 0,19 CHF | 0,20 CHF | 111 976 | 20 000 | 111 417 | 20 000 | 23 795 CHF | 4 472 CHF | 100,00% | 100,00% |
08/07/2024 | 5,57% | 0,22 CHF | 0,23 CHF | 111 142 | 20 000 | 111 023 | 20 000 | 24 349 CHF | 4 638 CHF | 98,29% | 98,29% |
05/07/2024 | 4,08% | 0,22 CHF | 0,23 CHF | 111 396 | 20 000 | 110 788 | 20 000 | 26 672 CHF | 5 016 CHF | 93,65% | 93,65% |
04/07/2024 | 4,12% | 0,24 CHF | 0,25 CHF | 111 117 | 20 000 | 111 191 | 20 000 | 26 423 CHF | 4 953 CHF | 100,00% | 100,00% |
03/07/2024 | 5,21% | 0,22 CHF | 0,23 CHF | 111 792 | 25 000 | 112 835 | 25 000 | 21 293 CHF | 4 970 CHF | 99,73% | 99,73% |