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 | 1,82% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 565 CHF | 55 565 CHF | 98,50% | 98,50% |
15/07/2024 | 1,93% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 473 CHF | 69 810 CHF | 93,64% | 93,64% |
12/07/2024 | 1,52% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 495 CHF | 66 495 CHF | 96,09% | 96,09% |
11/07/2024 | 2,37% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 822 CHF | 60 225 CHF | 97,49% | 97,49% |
10/07/2024 | 2,24% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 118 755 | 100 000 | 52 476 CHF | 45 221 CHF | 96,75% | 96,75% |
09/07/2024 | 2,15% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 113 499 | 100 000 | 52 273 CHF | 47 182 CHF | 99,55% | 99,55% |
08/07/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 119 627 | 100 000 | 52 263 CHF | 44 778 CHF | 96,75% | 96,75% |
05/07/2024 | 2,14% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 112 983 | 100 000 | 52 179 CHF | 47 310 CHF | 99,50% | 99,50% |
04/07/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 114 520 | 100 000 | 51 925 CHF | 46 410 CHF | 99,66% | 99,66% |
03/07/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 116 988 | 100 000 | 51 943 CHF | 45 453 CHF | 98,97% | 98,97% |