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 | 3,28% | 0,32 CHF | 0,33 CHF | 110 000 | 110 000 | 106 241 | 106 241 | 32 378 CHF | 33 450 CHF | 99,99% | 99,99% |
15/07/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 100 000 | 100 000 | 97 395 | 97 395 | 37 886 CHF | 38 860 CHF | 100,00% | 100,00% |
12/07/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 100 000 | 100 000 | 97 397 | 97 397 | 39 650 CHF | 40 624 CHF | 100,00% | 100,00% |
11/07/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 100 000 | 100 000 | 97 395 | 97 395 | 40 614 CHF | 41 588 CHF | 100,00% | 100,00% |
10/07/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 98 091 | 98 091 | 37 864 CHF | 38 845 CHF | 100,00% | 100,00% |
09/07/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 100 000 | 100 000 | 97 140 | 97 140 | 39 193 CHF | 40 167 CHF | 100,00% | 100,00% |
08/07/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 100 000 | 100 000 | 97 202 | 97 202 | 38 115 CHF | 39 089 CHF | 100,00% | 100,00% |