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 | 2,49% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 130 907 | 100 000 | 51 935 CHF | 40 685 CHF | 100,00% | 100,00% |
15/07/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 129 652 | 100 000 | 52 466 CHF | 41 471 CHF | 98,73% | 98,73% |
12/07/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 126 396 | 100 000 | 52 172 CHF | 42 306 CHF | 99,38% | 99,38% |
11/07/2024 | 2,55% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 135 167 | 100 000 | 52 309 CHF | 39 733 CHF | 99,16% | 99,16% |
10/07/2024 | 2,88% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 132 895 | 96 053 | 48 986 CHF | 36 387 CHF | 100,00% | 100,00% |
09/07/2024 | 5,53% | 0,33 CHF | 0,35 CHF | 50 000 | 50 000 | 52 700 | 51 255 | 18 265 CHF | 18 785 CHF | 100,00% | 100,00% |
08/07/2024 | 2,59% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 125 236 | 100 000 | 52 352 CHF | 42 938 CHF | 100,00% | 100,00% |
05/07/2024 | 2,10% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 111 841 | 100 000 | 52 649 CHF | 48 111 CHF | 99,62% | 99,62% |
04/07/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 111 234 | 100 000 | 51 630 CHF | 47 434 CHF | 99,36% | 99,36% |
03/07/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 114 755 | 100 000 | 52 168 CHF | 46 488 CHF | 99,73% | 99,73% |