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 | 2,26% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 84 863 | 44 964 | 44 744 CHF | 24 201 CHF | 100,00% | 100,00% |
15/07/2024 | 2,69% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 126 973 | 50 000 | 52 157 CHF | 21 180 CHF | 99,71% | 99,71% |
12/07/2024 | 2,90% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 138 961 | 50 000 | 52 492 CHF | 19 449 CHF | 99,01% | 99,01% |
11/07/2024 | 3,57% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 145 337 | 50 000 | 51 371 CHF | 18 330 CHF | 99,09% | 99,09% |
10/07/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 133 483 | 50 000 | 51 868 CHF | 19 943 CHF | 100,00% | 100,00% |
09/07/2024 | 2,79% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 145 441 | 50 000 | 51 415 CHF | 18 199 CHF | 100,00% | 100,00% |
08/07/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 157 981 | 50 000 | 51 429 CHF | 16 822 CHF | 100,00% | 100,00% |
05/07/2024 | 2,81% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 125 487 | 50 000 | 52 282 CHF | 21 492 CHF | 98,86% | 98,86% |
04/07/2024 | 2,46% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 113 464 | 50 000 | 52 493 CHF | 23 729 CHF | 100,00% | 100,00% |
03/07/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 108 564 | 50 000 | 52 078 CHF | 24 498 CHF | 99,82% | 99,82% |