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 | 3,50% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 98 159 | 45 210 | 45 398 CHF | 21 422 CHF | 99,99% | 99,99% |
15/07/2024 | 2,18% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 116 199 | 50 000 | 52 650 CHF | 23 172 CHF | 99,70% | 99,70% |
12/07/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 111 877 | 49 990 | 51 251 CHF | 23 408 CHF | 97,74% | 97,74% |
11/07/2024 | 2,84% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 106 771 | 47 582 | 49 169 CHF | 22 435 CHF | 97,19% | 97,19% |
10/07/2024 | 2,14% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 111 127 | 50 000 | 51 446 CHF | 23 654 CHF | 100,00% | 100,00% |
09/07/2024 | 2,18% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 116 317 | 50 000 | 52 764 CHF | 23 200 CHF | 99,99% | 99,99% |
08/07/2024 | 2,31% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 51 341 CHF | 21 892 CHF | 100,00% | 100,00% |
05/07/2024 | 2,34% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 122 713 | 49 985 | 51 964 CHF | 21 692 CHF | 91,77% | 91,77% |
04/07/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 51 672 CHF | 22 030 CHF | 67,35% | 67,35% |
03/07/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 115 794 | 50 000 | 52 324 CHF | 23 110 CHF | 98,06% | 98,06% |