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 | 0,86% | 3,13 CHF | 3,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 153 075 CHF | 154 404 CHF | 88,94% | 88,94% |
15/07/2024 | 0,77% | 3,29 CHF | 3,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 340 CHF | 167 627 CHF | 96,20% | 96,20% |
12/07/2024 | 0,80% | 3,27 CHF | 3,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 162 760 CHF | 164 075 CHF | 88,64% | 88,64% |
11/07/2024 | 0,81% | 3,26 CHF | 3,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 164 794 CHF | 166 138 CHF | 96,30% | 96,30% |
10/07/2024 | 0,82% | 3,24 CHF | 3,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 228 CHF | 161 547 CHF | 97,54% | 97,54% |
09/07/2024 | 0,81% | 3,26 CHF | 3,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 162 987 CHF | 164 311 CHF | 98,08% | 98,08% |
08/07/2024 | 0,82% | 3,22 CHF | 3,25 CHF | 75 000 | 75 000 | 74 706 | 74 706 | 233 936 CHF | 235 869 CHF | 95,23% | 95,23% |
05/07/2024 | 1,18% | 2,95 CHF | 2,99 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 75 226 CHF | 76 117 CHF | 98,59% | 98,59% |
04/07/2024 | 1,21% | 3,02 CHF | 3,05 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 112 441 CHF | 113 806 CHF | 97,25% | 97,25% |
03/07/2024 | 1,21% | 2,93 CHF | 2,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 73 442 CHF | 74 338 CHF | 94,51% | 94,51% |