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 | 3,04% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 89 224 | 45 211 | 46 910 CHF | 24 282 CHF | 100,00% | 100,00% |
15/07/2024 | 1,92% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 100 311 | 50 000 | 51 723 CHF | 26 285 CHF | 99,77% | 99,77% |
12/07/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 99 978 | 49 990 | 52 754 CHF | 26 878 CHF | 97,74% | 97,74% |
11/07/2024 | 2,52% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 94 923 | 47 582 | 49 801 CHF | 25 466 CHF | 97,19% | 97,19% |
10/07/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 688 CHF | 26 844 CHF | 100,00% | 100,00% |
09/07/2024 | 1,89% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 307 CHF | 26 654 CHF | 100,00% | 100,00% |
08/07/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 105 228 | 50 000 | 52 193 CHF | 25 315 CHF | 100,00% | 100,00% |
05/07/2024 | 2,01% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 103 277 | 49 983 | 50 883 CHF | 25 157 CHF | 91,78% | 91,78% |
04/07/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 102 483 | 50 000 | 51 205 CHF | 25 494 CHF | 68,21% | 68,21% |
03/07/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 001 | 50 000 | 51 570 CHF | 26 285 CHF | 98,07% | 98,07% |