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 | 3,74% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 107 750 | 45 211 | 45 308 CHF | 19 523 CHF | 100,00% | 100,00% |
15/07/2024 | 2,40% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 126 715 | 50 000 | 52 048 CHF | 21 055 CHF | 99,76% | 99,76% |
12/07/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 123 422 | 49 990 | 51 366 CHF | 21 315 CHF | 97,74% | 97,74% |
11/07/2024 | 3,16% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 116 600 | 47 721 | 48 772 CHF | 20 484 CHF | 96,83% | 96,83% |
10/07/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 122 131 | 50 000 | 51 280 CHF | 21 503 CHF | 100,00% | 100,00% |
09/07/2024 | 2,40% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 127 334 | 50 000 | 52 306 CHF | 21 054 CHF | 100,00% | 100,00% |
08/07/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 135 833 | 50 000 | 52 286 CHF | 19 757 CHF | 100,00% | 100,00% |
05/07/2024 | 2,60% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 133 985 | 49 983 | 51 036 CHF | 19 567 CHF | 91,78% | 91,78% |
04/07/2024 | 2,55% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 133 881 | 50 000 | 51 894 CHF | 19 892 CHF | 72,33% | 72,33% |
03/07/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 126 554 | 50 000 | 51 865 CHF | 21 006 CHF | 98,07% | 98,07% |