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 | 4,01% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 108 087 | 90 425 | 45 711 CHF | 39 277 CHF | 100,00% | 100,00% |
15/07/2024 | 2,32% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 120 679 | 100 000 | 51 503 CHF | 43 687 CHF | 99,75% | 99,75% |
12/07/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 119 947 | 99 965 | 52 387 CHF | 44 660 CHF | 98,93% | 98,93% |
11/07/2024 | 2,36% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 115 590 | 99 069 | 51 971 CHF | 45 602 CHF | 97,80% | 97,80% |
10/07/2024 | 2,10% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 111 134 | 100 000 | 52 271 CHF | 48 055 CHF | 99,99% | 99,99% |
09/07/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 52 303 CHF | 48 548 CHF | 100,00% | 100,00% |
08/07/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 109 030 | 100 000 | 52 816 CHF | 49 456 CHF | 100,00% | 100,00% |
05/07/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 109 969 | 99 972 | 51 876 CHF | 48 160 CHF | 98,91% | 98,91% |
04/07/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 153 | 100 000 | 52 197 CHF | 48 389 CHF | 98,40% | 98,40% |
03/07/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 52 574 CHF | 48 794 CHF | 99,41% | 99,41% |