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 | 3,06% | 0,33 CHF | 0,34 CHF | 240 000 | 240 000 | 106 492 | 106 492 | 35 433 CHF | 36 509 CHF | 99,89% | 99,89% |
15/07/2024 | 3,02% | 0,34 CHF | 0,35 CHF | 240 000 | 240 000 | 107 052 | 107 052 | 36 100 CHF | 37 176 CHF | 100,00% | 100,00% |
12/07/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 240 000 | 240 000 | 107 044 | 107 044 | 36 243 CHF | 37 318 CHF | 100,00% | 100,00% |
11/07/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 210 000 | 210 000 | 98 647 | 98 647 | 37 235 CHF | 38 226 CHF | 100,00% | 100,00% |
10/07/2024 | 2,72% | 0,38 CHF | 0,39 CHF | 210 000 | 210 000 | 98 261 | 98 261 | 36 879 CHF | 37 866 CHF | 100,00% | 100,00% |
09/07/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 220 000 | 220 000 | 101 082 | 101 082 | 36 756 CHF | 37 774 CHF | 100,00% | 100,00% |
08/07/2024 | 2,94% | 0,35 CHF | 0,36 CHF | 230 000 | 230 000 | 104 838 | 104 838 | 36 237 CHF | 37 292 CHF | 99,77% | 99,77% |