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 | 2,80% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 146 757 | 100 000 | 51 721 CHF | 36 262 CHF | 100,00% | 100,00% |
15/07/2024 | - | 0,35 CHF | 0,41 CHF | 150 000 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
12/07/2024 | 2,68% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 139 421 | 100 000 | 51 336 CHF | 37 830 CHF | 99,38% | 99,38% |
11/07/2024 | 2,89% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 151 527 | 100 000 | 51 687 CHF | 35 156 CHF | 99,15% | 99,15% |
10/07/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 151 361 | 96 053 | 49 175 CHF | 32 176 CHF | 100,00% | 100,00% |
09/07/2024 | 6,31% | 0,28 CHF | 0,30 CHF | 50 000 | 50 000 | 53 262 | 51 255 | 16 102 CHF | 16 529 CHF | 100,00% | 100,00% |
08/07/2024 | 2,64% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 137 928 | 100 000 | 51 585 CHF | 38 428 CHF | 100,00% | 100,00% |
05/07/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 121 921 | 100 000 | 52 001 CHF | 43 734 CHF | 99,62% | 99,62% |
04/07/2024 | 2,56% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 122 337 | 100 000 | 51 256 CHF | 43 008 CHF | 99,38% | 99,38% |
03/07/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 127 523 | 100 000 | 52 258 CHF | 41 999 CHF | 99,73% | 99,73% |