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 | 1,84% | 0,52 CHF | 0,53 CHF | 500 000 | 500 000 | 499 870 | 499 870 | 269 765 CHF | 274 765 CHF | 100,00% | 100,00% |
15/07/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 223 702 CHF | 228 702 CHF | 100,00% | 100,00% |
12/07/2024 | 2,75% | 0,38 CHF | 0,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 179 393 CHF | 184 393 CHF | 100,00% | 100,00% |
11/07/2024 | 2,33% | 0,39 CHF | 0,40 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 212 435 CHF | 217 435 CHF | 71,60% | 71,60% |
10/07/2024 | 2,04% | 0,43 CHF | 0,44 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 242 701 CHF | 247 701 CHF | 100,00% | 100,00% |
09/07/2024 | 2,38% | 0,40 CHF | 0,41 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 207 538 CHF | 212 538 CHF | 100,00% | 100,00% |
08/07/2024 | 2,74% | 0,34 CHF | 0,35 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 180 352 CHF | 185 352 CHF | 100,00% | 100,00% |
05/07/2024 | 3,88% | 0,23 CHF | 0,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 126 640 CHF | 131 640 CHF | 100,00% | 100,00% |
04/07/2024 | 3,36% | 0,25 CHF | 0,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 146 919 CHF | 151 919 CHF | 100,00% | 100,00% |
03/07/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 168 370 CHF | 173 370 CHF | 100,00% | 100,00% |