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 | 2,05% | 0,46 CHF | 0,47 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 139 806 CHF | 142 706 CHF | 100,00% | 100,00% |
15/07/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 136 858 CHF | 139 758 CHF | 100,00% | 100,00% |
12/07/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 290 000 | 290 000 | 294 017 | 294 017 | 150 634 CHF | 153 575 CHF | 100,00% | 100,00% |
11/07/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 300 000 | 300 000 | 299 825 | 299 825 | 161 433 CHF | 164 433 CHF | 100,00% | 100,00% |
10/07/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 300 000 | 300 000 | 300 012 | 300 012 | 176 001 CHF | 179 002 CHF | 100,00% | 100,00% |
09/07/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 310 000 | 310 000 | 305 575 | 305 575 | 183 673 CHF | 186 732 CHF | 99,74% | 99,74% |
08/07/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 192 101 CHF | 195 201 CHF | 99,32% | 99,32% |
05/07/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 310 000 | 310 000 | 305 924 | 305 924 | 184 343 CHF | 187 402 CHF | 100,00% | 100,00% |
04/07/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 196 600 CHF | 199 700 CHF | 99,59% | 99,59% |
03/07/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 300 000 | 300 000 | 300 108 | 300 108 | 175 512 CHF | 178 513 CHF | 100,00% | 100,00% |