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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 3,53% | 0,28 CHF | 0,29 CHF | 140 000 | 140 000 | 135 698 | 135 698 | 38 090 CHF | 39 454 CHF | 99,99% | 99,99% |
16/07/2024 | 3,49% | 0,28 CHF | 0,28 CHF | 130 000 | 130 000 | 125 556 | 125 556 | 35 907 CHF | 37 173 CHF | 100,00% | 100,00% |
15/07/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 120 000 | 120 000 | 116 874 | 116 874 | 38 618 CHF | 39 787 CHF | 100,00% | 100,00% |
12/07/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 120 000 | 120 000 | 116 877 | 116 877 | 41 820 CHF | 42 989 CHF | 100,00% | 100,00% |
11/07/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 120 000 | 120 000 | 116 875 | 116 875 | 41 744 CHF | 42 913 CHF | 99,99% | 99,99% |
10/07/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 120 000 | 120 000 | 116 873 | 116 873 | 40 903 CHF | 42 072 CHF | 100,00% | 100,00% |
09/07/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 120 000 | 120 000 | 116 569 | 116 569 | 41 949 CHF | 43 117 CHF | 100,00% | 100,00% |
08/07/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 120 000 | 120 000 | 116 642 | 116 642 | 42 741 CHF | 43 910 CHF | 100,00% | 100,00% |