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 | 3,99% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 205 346 | 100 000 | 50 384 CHF | 25 551 CHF | 100,00% | 100,00% |
15/07/2024 | 2,85% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 149 463 | 100 000 | 51 707 CHF | 35 871 CHF | 99,67% | 99,67% |
12/07/2024 | 2,85% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 149 122 | 100 000 | 51 633 CHF | 35 662 CHF | 98,32% | 98,32% |
11/07/2024 | 3,31% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 173 932 | 100 000 | 51 735 CHF | 30 781 CHF | 99,16% | 99,16% |
10/07/2024 | 3,73% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 196 099 | 100 000 | 51 575 CHF | 27 317 CHF | 100,00% | 100,00% |
09/07/2024 | 3,45% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 180 934 | 100 000 | 51 592 CHF | 29 602 CHF | 100,00% | 100,00% |
08/07/2024 | 3,68% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 191 347 | 100 000 | 51 081 CHF | 27 834 CHF | 99,38% | 99,38% |
05/07/2024 | 3,66% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 189 874 | 100 000 | 50 980 CHF | 27 918 CHF | 99,60% | 99,60% |
04/07/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 186 292 | 100 000 | 51 141 CHF | 28 512 CHF | 98,75% | 98,75% |
03/07/2024 | 3,97% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 205 661 | 100 000 | 50 750 CHF | 25 730 CHF | 99,71% | 99,71% |