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 | 3,07% | 0,66 CHF | 0,68 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 24 379 CHF | 25 138 CHF | 99,59% | 99,59% |
15/07/2024 | 2,49% | 0,67 CHF | 0,69 CHF | 25 000 | 25 000 | 45 223 | 34 192 | 30 312 CHF | 23 462 CHF | 89,91% | 89,91% |
12/07/2024 | 1,41% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 436 CHF | 58 251 CHF | 98,90% | 98,90% |
11/07/2024 | 1,43% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 852 CHF | 57 668 CHF | 94,28% | 94,28% |
10/07/2024 | 1,51% | 0,71 CHF | 0,72 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 55 028 CHF | 52 372 CHF | 90,36% | 90,36% |
09/07/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 78 539 | 75 000 | 55 398 CHF | 53 706 CHF | 100,00% | 100,00% |
08/07/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 79 248 | 75 000 | 55 966 CHF | 53 767 CHF | 99,77% | 99,77% |
05/07/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 055 | 75 000 | 56 496 CHF | 57 262 CHF | 98,86% | 98,86% |
04/07/2024 | 1,38% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 946 CHF | 56 727 CHF | 98,11% | 98,11% |
03/07/2024 | 1,42% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 991 CHF | 57 804 CHF | 99,82% | 99,82% |