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 | 5,49% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 150 018 | 90 635 | 46 648 CHF | 29 201 CHF | 99,57% | 99,57% |
15/07/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 160 000 | 100 000 | 52 173 CHF | 33 609 CHF | 99,76% | 99,76% |
12/07/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 161 032 | 99 965 | 51 889 CHF | 33 226 CHF | 98,93% | 98,93% |
11/07/2024 | 3,42% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 166 123 | 99 068 | 51 206 CHF | 31 749 CHF | 97,62% | 97,62% |
10/07/2024 | 3,30% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 172 630 | 100 000 | 51 477 CHF | 30 837 CHF | 99,99% | 99,99% |
09/07/2024 | 3,28% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 170 850 | 100 000 | 51 315 CHF | 31 040 CHF | 100,00% | 100,00% |
08/07/2024 | 3,04% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 160 065 | 100 000 | 51 777 CHF | 33 358 CHF | 100,00% | 100,00% |
05/07/2024 | 3,24% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 169 908 | 99 972 | 51 635 CHF | 31 384 CHF | 98,80% | 98,80% |
04/07/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 181 431 | 100 000 | 51 508 CHF | 29 410 CHF | 98,37% | 98,37% |
03/07/2024 | 3,72% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 194 686 | 100 000 | 51 369 CHF | 27 444 CHF | 99,39% | 99,39% |