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 | 1,82% | 0,56 CHF | 0,57 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 70 890 CHF | 72 190 CHF | 100,00% | 100,00% |
15/07/2024 | 1,61% | 0,58 CHF | 0,59 CHF | 130 000 | 130 000 | 126 214 | 126 214 | 77 603 CHF | 78 865 CHF | 100,00% | 100,00% |
12/07/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 130 000 | 130 000 | 126 603 | 126 603 | 79 031 CHF | 80 297 CHF | 100,00% | 100,00% |
11/07/2024 | 1,57% | 0,66 CHF | 0,67 CHF | 125 000 | 125 000 | 125 657 | 125 657 | 79 451 CHF | 80 708 CHF | 100,00% | 100,00% |
10/07/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 130 000 | 130 000 | 127 100 | 127 100 | 77 138 CHF | 78 409 CHF | 100,00% | 100,00% |
09/07/2024 | 1,58% | 0,61 CHF | 0,62 CHF | 125 000 | 125 000 | 124 832 | 124 832 | 78 740 CHF | 79 990 CHF | 100,00% | 100,00% |
08/07/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 81 147 CHF | 82 397 CHF | 100,00% | 100,00% |
05/07/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 82 527 CHF | 83 777 CHF | 99,82% | 99,82% |
04/07/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 125 000 | 125 000 | 125 634 | 125 634 | 77 571 CHF | 78 827 CHF | 99,50% | 99,50% |
03/07/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 73 259 CHF | 74 559 CHF | 100,00% | 100,00% |