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 | 3,61% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 99 464 | 90 635 | 46 923 CHF | 43 795 CHF | 99,57% | 99,57% |
15/07/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 782 | 100 000 | 53 487 CHF | 49 724 CHF | 99,76% | 99,76% |
12/07/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 426 | 99 965 | 52 933 CHF | 49 365 CHF | 98,93% | 98,93% |
11/07/2024 | 2,25% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 108 854 | 99 070 | 51 248 CHF | 47 818 CHF | 97,80% | 97,80% |
10/07/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 112 596 | 100 000 | 51 680 CHF | 46 924 CHF | 99,99% | 99,99% |
09/07/2024 | 2,14% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 227 | 100 000 | 50 965 CHF | 47 239 CHF | 100,00% | 100,00% |
08/07/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 109 225 | 100 000 | 52 962 CHF | 49 500 CHF | 99,41% | 99,41% |
05/07/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 059 | 99 969 | 51 191 CHF | 47 500 CHF | 98,88% | 98,88% |
04/07/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 290 | 100 000 | 53 173 CHF | 45 583 CHF | 97,49% | 97,49% |
03/07/2024 | 2,32% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 834 | 100 000 | 51 484 CHF | 43 638 CHF | 99,42% | 99,42% |