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 | 2,21% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 118 551 | 100 000 | 53 114 CHF | 45 817 CHF | 100,00% | 100,00% |
15/07/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 007 | 100 000 | 51 396 CHF | 47 721 CHF | 98,22% | 98,22% |
12/07/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 964 | 100 000 | 53 143 CHF | 49 328 CHF | 99,01% | 99,01% |
11/07/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 114 636 | 100 000 | 52 384 CHF | 46 726 CHF | 99,09% | 99,09% |
10/07/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 126 672 | 100 000 | 51 917 CHF | 42 032 CHF | 100,00% | 100,00% |
09/07/2024 | 2,66% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 140 000 | 100 000 | 51 915 CHF | 38 082 CHF | 100,00% | 100,00% |
08/07/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 128 033 | 100 000 | 52 503 CHF | 42 023 CHF | 100,00% | 100,00% |
05/07/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 120 617 | 100 000 | 51 927 CHF | 44 062 CHF | 98,98% | 98,98% |
04/07/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 51 483 CHF | 43 903 CHF | 99,49% | 99,49% |
03/07/2024 | 2,44% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 128 256 | 100 000 | 51 871 CHF | 41 473 CHF | 100,00% | 100,00% |