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 | 5,20% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 145 451 | 45 150 | 45 794 CHF | 14 706 CHF | 98,75% | 100,00% |
15/07/2024 | 3,04% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 161 287 | 50 000 | 52 309 CHF | 16 729 CHF | 99,76% | 99,76% |
12/07/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 162 095 | 49 990 | 51 397 CHF | 16 358 CHF | 97,11% | 97,74% |
11/07/2024 | 4,00% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 155 510 | 47 708 | 49 358 CHF | 15 681 CHF | 96,86% | 96,86% |
10/07/2024 | 3,09% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 163 222 | 50 000 | 51 973 CHF | 16 429 CHF | 100,00% | 100,00% |
09/07/2024 | 2,92% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 153 495 | 50 000 | 51 790 CHF | 17 386 CHF | 99,38% | 100,00% |
08/07/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 143 572 | 50 000 | 51 094 CHF | 18 303 CHF | 99,38% | 100,00% |
05/07/2024 | 2,68% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 137 977 | 49 985 | 50 871 CHF | 18 953 CHF | 91,77% | 91,77% |
04/07/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 140 522 | 50 000 | 51 186 CHF | 18 715 CHF | 99,17% | 99,17% |
03/07/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 149 479 | 50 000 | 51 639 CHF | 17 787 CHF | 98,06% | 98,06% |