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 | 2,36% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 311 CHF | 53 561 CHF | 100,00% | 100,00% |
15/07/2024 | 2,05% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 118 223 | 118 223 | 56 910 CHF | 58 092 CHF | 99,39% | 99,39% |
12/07/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 120 000 | 120 007 | 58 666 CHF | 59 870 CHF | 98,95% | 98,95% |
11/07/2024 | 2,12% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 349 | 125 349 | 58 472 CHF | 59 725 CHF | 91,15% | 91,15% |
10/07/2024 | 2,68% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 237 CHF | 56 737 CHF | 99,85% | 99,85% |
09/07/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 637 CHF | 58 137 CHF | 100,00% | 100,00% |
08/07/2024 | 2,71% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 593 CHF | 56 093 CHF | 100,00% | 100,00% |
05/07/2024 | 2,72% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 527 CHF | 56 027 CHF | 100,00% | 100,00% |
04/07/2024 | 2,78% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 151 149 | 151 149 | 53 600 CHF | 55 111 CHF | 100,00% | 100,00% |
03/07/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 172 905 | 172 905 | 56 488 CHF | 58 217 CHF | 99,51% | 99,51% |