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 | 2,55% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 133 533 | 100 000 | 51 623 CHF | 39 685 CHF | 100,00% | 100,00% |
15/07/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 031 | 100 000 | 51 260 CHF | 40 470 CHF | 98,72% | 98,72% |
12/07/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 128 784 | 100 000 | 51 852 CHF | 41 279 CHF | 99,38% | 99,38% |
11/07/2024 | 2,62% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 138 043 | 100 000 | 52 051 CHF | 38 733 CHF | 99,16% | 99,16% |
10/07/2024 | 2,96% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 134 213 | 96 053 | 48 118 CHF | 35 427 CHF | 100,00% | 100,00% |
09/07/2024 | 5,69% | 0,32 CHF | 0,34 CHF | 50 000 | 50 000 | 52 779 | 51 254 | 17 759 CHF | 18 270 CHF | 100,00% | 100,00% |
08/07/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 127 419 | 100 000 | 51 994 CHF | 41 842 CHF | 100,00% | 100,00% |
05/07/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 112 768 | 100 000 | 51 912 CHF | 47 078 CHF | 99,62% | 99,62% |
04/07/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 114 954 | 100 000 | 52 098 CHF | 46 351 CHF | 99,38% | 99,38% |
03/07/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 500 | 100 000 | 53 113 CHF | 45 453 CHF | 99,73% | 99,73% |