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 | 2,89% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 99 456 | 75 000 | 54 367 CHF | 42 204 CHF | 100,00% | 100,00% |
15/07/2024 | 3,77% | 0,55 CHF | 0,57 CHF | 100 000 | 75 000 | 77 359 | 62 202 | 42 068 CHF | 35 013 CHF | 98,73% | 98,73% |
12/07/2024 | 3,27% | 0,56 CHF | 0,58 CHF | 90 000 | 75 000 | 96 807 | 75 000 | 53 031 CHF | 42 482 CHF | 99,38% | 99,38% |
11/07/2024 | 3,10% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 103 473 | 75 000 | 52 241 CHF | 39 120 CHF | 99,15% | 99,15% |
10/07/2024 | 3,39% | 0,48 CHF | 0,50 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 52 233 CHF | 36 842 CHF | 100,00% | 100,00% |
09/07/2024 | 3,51% | 0,46 CHF | 0,48 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 52 164 CHF | 36 838 CHF | 100,00% | 100,00% |
08/07/2024 | 3,17% | 0,47 CHF | 0,49 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 53 160 CHF | 37 411 CHF | 100,00% | 100,00% |
05/07/2024 | 3,38% | 0,48 CHF | 0,50 CHF | 110 000 | 75 000 | 108 004 | 75 000 | 52 893 CHF | 38 011 CHF | 99,62% | 99,62% |
04/07/2024 | 2,83% | 0,49 CHF | 0,51 CHF | 110 000 | 75 000 | 102 375 | 75 000 | 51 218 CHF | 38 617 CHF | 100,00% | 100,00% |
03/07/2024 | 3,54% | 0,49 CHF | 0,51 CHF | 110 000 | 75 000 | 108 121 | 75 000 | 52 884 CHF | 38 023 CHF | 99,73% | 99,73% |