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 | 4,00% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 143 484 | 100 000 | 51 441 CHF | 37 351 CHF | 100,00% | 100,00% |
15/07/2024 | 2,96% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 113 906 | 100 000 | 52 358 CHF | 47 448 CHF | 89,98% | 89,98% |
12/07/2024 | 3,33% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 119 998 | 100 000 | 52 962 CHF | 45 630 CHF | 87,00% | 87,00% |
11/07/2024 | 2,97% | 0,44 CHF | 0,46 CHF | 120 000 | 100 000 | 112 893 | 100 000 | 52 441 CHF | 47 935 CHF | 91,48% | 91,48% |
10/07/2024 | 3,48% | 0,42 CHF | 0,44 CHF | 120 000 | 100 000 | 128 228 | 100 000 | 52 149 CHF | 42 126 CHF | 99,39% | 99,39% |
09/07/2024 | 5,46% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 65 786 | 59 456 | 25 770 CHF | 24 568 CHF | 97,89% | 97,89% |
08/07/2024 | 3,67% | 0,38 CHF | 0,40 CHF | 140 000 | 100 000 | 138 897 | 100 000 | 52 120 CHF | 38 960 CHF | 100,00% | 100,00% |
05/07/2024 | 3,83% | 0,34 CHF | 0,36 CHF | 150 000 | 100 000 | 145 856 | 100 000 | 51 800 CHF | 36 963 CHF | 98,96% | 98,96% |
04/07/2024 | 3,39% | 0,39 CHF | 0,41 CHF | 130 000 | 100 000 | 131 493 | 100 000 | 51 521 CHF | 40 550 CHF | 99,58% | 99,58% |
03/07/2024 | 3,99% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 141 934 | 100 000 | 52 007 CHF | 38 168 CHF | 99,50% | 99,50% |