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 | 3,41% | 0,52 CHF | 0,54 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 19 988 CHF | 20 681 CHF | 100,00% | 100,00% |
15/07/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 205 CHF | 56 955 CHF | 99,61% | 99,61% |
12/07/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 150 CHF | 56 900 CHF | 99,01% | 99,01% |
11/07/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 008 | 75 000 | 55 443 CHF | 56 187 CHF | 93,88% | 93,88% |
10/07/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 245 CHF | 58 995 CHF | 100,00% | 100,00% |
09/07/2024 | 1,39% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 78 031 | 75 000 | 55 917 CHF | 54 520 CHF | 100,00% | 100,00% |
08/07/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 78 938 | 75 000 | 55 262 CHF | 53 277 CHF | 97,53% | 97,53% |
05/07/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 77 337 | 75 000 | 55 391 CHF | 54 498 CHF | 98,69% | 98,69% |
04/07/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 76 822 | 75 000 | 55 115 CHF | 54 573 CHF | 87,44% | 87,44% |
03/07/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 216 CHF | 55 966 CHF | 99,95% | 99,95% |