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 | 2,52% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 71 271 | 29 819 | 51 813 CHF | 22 103 CHF | 99,47% | 99,47% |
15/07/2024 | 2,46% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 30 084 | 52 450 CHF | 23 043 CHF | 94,16% | 94,16% |
12/07/2024 | 2,83% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 78 310 | 29 899 | 51 371 CHF | 20 580 CHF | 97,89% | 97,89% |
11/07/2024 | 2,46% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 71 111 | 29 833 | 52 981 CHF | 22 587 CHF | 99,23% | 99,23% |
10/07/2024 | 2,48% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 738 | 30 007 | 52 562 CHF | 22 809 CHF | 95,77% | 95,77% |
09/07/2024 | 1,99% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 73 923 | 36 853 | 54 541 CHF | 27 346 CHF | 44,79% | 44,79% |
08/07/2024 | 3,10% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 88 029 | 30 004 | 52 968 CHF | 18 920 CHF | 95,85% | 95,85% |
05/07/2024 | 4,02% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 117 562 | 35 338 | 53 105 CHF | 16 745 CHF | 98,33% | 98,33% |
04/07/2024 | 4,10% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 120 000 | 35 259 | 53 428 CHF | 16 265 CHF | 99,13% | 99,13% |
03/07/2024 | 4,21% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 000 | 35 209 | 52 044 CHF | 15 817 CHF | 99,65% | 99,65% |