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 | 1,52% | 0,67 CHF | 0,68 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 84 971 CHF | 86 271 CHF | 100,00% | 100,00% |
15/07/2024 | 1,37% | 0,69 CHF | 0,70 CHF | 130 000 | 130 000 | 126 214 | 126 214 | 91 298 CHF | 92 560 CHF | 99,99% | 99,99% |
12/07/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 130 000 | 130 000 | 126 600 | 126 600 | 92 770 CHF | 94 036 CHF | 100,00% | 100,00% |
11/07/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 125 000 | 125 000 | 125 661 | 125 661 | 93 137 CHF | 94 394 CHF | 100,00% | 100,00% |
10/07/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 130 000 | 130 000 | 127 100 | 127 100 | 90 899 CHF | 92 170 CHF | 100,00% | 100,00% |
09/07/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 125 000 | 125 000 | 124 833 | 124 833 | 92 338 CHF | 93 588 CHF | 100,00% | 100,00% |
08/07/2024 | 1,31% | 0,73 CHF | 0,74 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 94 698 CHF | 95 948 CHF | 100,00% | 100,00% |
05/07/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 96 128 CHF | 97 378 CHF | 99,81% | 99,81% |
04/07/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 125 000 | 125 000 | 125 634 | 125 634 | 91 197 CHF | 92 453 CHF | 99,49% | 99,49% |
03/07/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 87 476 CHF | 88 776 CHF | 100,00% | 100,00% |