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 | 3,81% | 0,56 CHF | 0,58 CHF | 90 000 | 75 000 | 96 849 | 75 000 | 53 300 CHF | 42 905 CHF | 99,84% | 99,84% |
15/07/2024 | 3,30% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 82 433 | 75 000 | 52 148 CHF | 49 118 CHF | 95,21% | 95,21% |
12/07/2024 | 3,23% | 0,63 CHF | 0,65 CHF | 80 000 | 75 000 | 80 463 | 75 000 | 51 540 CHF | 49 628 CHF | 98,92% | 98,92% |
11/07/2024 | 3,38% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 88 662 | 75 000 | 54 122 CHF | 47 380 CHF | 89,99% | 89,99% |
10/07/2024 | 4,18% | 0,53 CHF | 0,55 CHF | 100 000 | 75 000 | 108 528 | 75 000 | 52 118 CHF | 37 586 CHF | 100,00% | 100,00% |
09/07/2024 | 4,11% | 0,48 CHF | 0,50 CHF | 110 000 | 75 000 | 104 940 | 75 000 | 51 678 CHF | 38 519 CHF | 100,00% | 100,00% |
08/07/2024 | 4,25% | 0,48 CHF | 0,50 CHF | 110 000 | 75 000 | 110 913 | 75 000 | 52 616 CHF | 37 161 CHF | 99,71% | 99,71% |
05/07/2024 | 4,35% | 0,45 CHF | 0,47 CHF | 120 000 | 75 000 | 111 635 | 75 000 | 52 816 CHF | 37 089 CHF | 98,81% | 98,81% |
04/07/2024 | 4,38% | 0,48 CHF | 0,50 CHF | 110 000 | 75 000 | 111 767 | 75 000 | 52 152 CHF | 36 586 CHF | 100,00% | 100,00% |
03/07/2024 | 4,68% | 0,42 CHF | 0,45 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 51 703 CHF | 33 864 CHF | 99,73% | 99,73% |