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 | 2,79% | 0,37 CHF | 0,38 CHF | 120 000 | 120 000 | 119 082 | 119 082 | 42 684 CHF | 43 884 CHF | 100,00% | 100,00% |
15/07/2024 | 2,13% | 0,43 CHF | 0,44 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 55 753 CHF | 56 953 CHF | 99,99% | 99,99% |
12/07/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 53 342 CHF | 54 542 CHF | 100,00% | 100,00% |
11/07/2024 | 2,11% | 0,45 CHF | 0,46 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 56 287 CHF | 57 487 CHF | 99,98% | 99,98% |
10/07/2024 | 2,41% | 0,43 CHF | 0,44 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 53 253 CHF | 54 553 CHF | 100,00% | 100,00% |
09/07/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 130 000 | 130 000 | 129 704 | 129 704 | 51 791 CHF | 53 091 CHF | 100,00% | 100,00% |
08/07/2024 | 2,62% | 0,39 CHF | 0,40 CHF | 130 000 | 130 000 | 129 782 | 129 782 | 49 075 CHF | 50 375 CHF | 99,99% | 99,99% |
05/07/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 46 525 CHF | 47 825 CHF | 100,00% | 100,00% |
04/07/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 51 046 CHF | 52 346 CHF | 100,00% | 100,00% |
03/07/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 48 022 CHF | 49 322 CHF | 99,98% | 99,98% |