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 | 2,70% | 0,39 CHF | 0,40 CHF | 90 000 | 90 000 | 51 664 | 51 664 | 19 323 CHF | 19 841 CHF | 59,02% | 99,90% |
15/07/2024 | 3,04% | 0,35 CHF | 0,36 CHF | 91 000 | 91 000 | 41 375 | 41 375 | 13 753 CHF | 14 168 CHF | 98,71% | 100,00% |
12/07/2024 | 3,85% | 0,29 CHF | 0,30 CHF | 93 000 | 93 000 | 42 268 | 42 268 | 11 306 CHF | 11 730 CHF | 100,00% | 100,00% |
11/07/2024 | 4,61% | 0,26 CHF | 0,27 CHF | 94 000 | 94 000 | 42 453 | 42 453 | 10 335 CHF | 10 795 CHF | 100,00% | 100,00% |
10/07/2024 | 6,33% | 0,21 CHF | 0,22 CHF | 95 000 | 95 000 | 42 688 | 42 688 | 8 951 CHF | 9 488 CHF | 99,90% | 99,90% |
09/07/2024 | 4,24% | 0,21 CHF | 0,22 CHF | 95 000 | 95 000 | 42 623 | 42 623 | 9 790 CHF | 10 217 CHF | 100,00% | 100,00% |
08/07/2024 | 6,38% | 0,23 CHF | 0,24 CHF | 95 000 | 95 000 | 42 499 | 42 499 | 9 495 CHF | 10 031 CHF | 100,00% | 100,00% |
05/07/2024 | 6,70% | 0,19 CHF | 0,20 CHF | 96 000 | 96 000 | 42 812 | 42 812 | 8 449 CHF | 8 988 CHF | 99,90% | 99,90% |
04/07/2024 | 7,10% | 0,21 CHF | 0,22 CHF | 38 000 | 38 000 | 30 559 | 30 559 | 6 238 CHF | 6 696 CHF | 100,00% | 100,00% |