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 | 2,60% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 149 480 | 149 480 | 56 748 CHF | 58 243 CHF | 100,00% | 100,00% |
15/07/2024 | 2,19% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 602 CHF | 57 852 CHF | 100,00% | 100,00% |
12/07/2024 | 2,22% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 874 CHF | 57 124 CHF | 99,98% | 99,98% |
11/07/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 329 | 125 329 | 52 319 CHF | 53 572 CHF | 98,32% | 98,32% |
10/07/2024 | 2,68% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 292 CHF | 56 792 CHF | 96,18% | 96,18% |
09/07/2024 | 2,65% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 148 849 | 148 849 | 55 566 CHF | 57 055 CHF | 99,64% | 99,64% |
08/07/2024 | 2,22% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 831 CHF | 57 081 CHF | 100,00% | 100,00% |
05/07/2024 | 2,16% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 379 CHF | 58 629 CHF | 100,00% | 100,00% |
04/07/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 396 CHF | 56 646 CHF | 100,00% | 100,00% |
03/07/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 586 | 125 586 | 52 472 CHF | 53 728 CHF | 99,33% | 99,33% |