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 | 2,13% | 0,53 CHF | 0,54 CHF | 100 000 | 25 000 | 92 841 | 25 000 | 52 324 CHF | 14 416 CHF | 100,00% | 100,00% |
15/07/2024 | 2,68% | 0,49 CHF | 0,51 CHF | 110 000 | 25 000 | 109 407 | 25 000 | 48 140 CHF | 11 302 CHF | 95,20% | 95,20% |
12/07/2024 | 2,62% | 0,39 CHF | 0,41 CHF | 109 249 | 25 000 | 109 920 | 25 000 | 48 961 CHF | 11 430 CHF | 99,01% | 99,01% |
11/07/2024 | 2,16% | 0,46 CHF | 0,48 CHF | 110 000 | 25 000 | 96 663 | 25 000 | 52 617 CHF | 13 967 CHF | 98,95% | 98,95% |
10/07/2024 | 1,90% | 0,65 CHF | 0,67 CHF | 80 000 | 25 000 | 85 375 | 25 000 | 52 869 CHF | 15 808 CHF | 100,00% | 100,00% |
09/07/2024 | 2,32% | 0,55 CHF | 0,56 CHF | 100 000 | 25 000 | 103 497 | 25 000 | 52 030 CHF | 12 904 CHF | 100,00% | 100,00% |
08/07/2024 | 2,28% | 0,52 CHF | 0,53 CHF | 100 000 | 25 000 | 101 978 | 25 000 | 51 951 CHF | 13 064 CHF | 100,00% | 100,00% |
05/07/2024 | 2,19% | 0,58 CHF | 0,59 CHF | 90 000 | 25 000 | 98 072 | 25 000 | 52 329 CHF | 13 659 CHF | 98,81% | 98,81% |
04/07/2024 | 2,23% | 0,49 CHF | 0,51 CHF | 110 000 | 25 000 | 97 648 | 25 000 | 52 426 CHF | 13 747 CHF | 100,00% | 100,00% |
03/07/2024 | 2,18% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 97 098 | 25 000 | 52 193 CHF | 13 860 CHF | 99,73% | 99,73% |