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 | 3,24% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 89 321 | 45 211 | 44 908 CHF | 23 245 CHF | 100,00% | 100,00% |
15/07/2024 | 2,01% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 106 175 | 50 000 | 52 399 CHF | 25 194 CHF | 99,70% | 99,70% |
12/07/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 101 749 | 49 990 | 50 699 CHF | 25 417 CHF | 97,74% | 97,74% |
11/07/2024 | 2,53% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 98 095 | 47 892 | 49 129 CHF | 24 514 CHF | 96,39% | 96,39% |
10/07/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 103 392 | 50 000 | 51 534 CHF | 25 437 CHF | 100,00% | 100,00% |
09/07/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 106 019 | 50 000 | 52 392 CHF | 25 229 CHF | 99,99% | 99,99% |
08/07/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 51 550 CHF | 23 932 CHF | 100,00% | 100,00% |
05/07/2024 | 2,14% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 112 684 | 49 985 | 52 272 CHF | 23 714 CHF | 91,78% | 91,78% |
04/07/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 51 825 CHF | 24 057 CHF | 54,61% | 54,61% |
03/07/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 105 614 | 50 000 | 52 003 CHF | 25 138 CHF | 98,07% | 98,07% |