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 | 3,00% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 110 800 | 44 964 | 43 676 CHF | 18 238 CHF | 100,00% | 100,00% |
15/07/2024 | 4,47% | 0,31 CHF | 0,32 CHF | 169 003 | 50 000 | 167 763 | 50 000 | 45 582 CHF | 14 202 CHF | 80,23% | 80,23% |
12/07/2024 | 3,98% | 0,24 CHF | 0,25 CHF | 166 830 | 50 000 | 167 134 | 50 000 | 41 245 CHF | 12 838 CHF | 99,01% | 99,01% |
11/07/2024 | 4,40% | 0,24 CHF | 0,25 CHF | 166 732 | 50 000 | 166 661 | 50 000 | 37 160 CHF | 11 648 CHF | 99,09% | 99,09% |
10/07/2024 | 4,62% | 0,25 CHF | 0,26 CHF | 168 039 | 50 000 | 167 879 | 50 000 | 42 563 CHF | 13 273 CHF | 100,00% | 100,00% |
09/07/2024 | 4,40% | 0,28 CHF | 0,29 CHF | 168 549 | 50 000 | 166 850 | 50 000 | 37 229 CHF | 11 655 CHF | 100,00% | 100,00% |
08/07/2024 | 5,05% | 0,19 CHF | 0,20 CHF | 165 805 | 50 000 | 165 554 | 50 000 | 32 252 CHF | 10 237 CHF | 100,00% | 100,00% |
05/07/2024 | 3,45% | 0,26 CHF | 0,27 CHF | 167 956 | 50 000 | 166 278 | 50 000 | 47 550 CHF | 14 836 CHF | 98,86% | 98,86% |
04/07/2024 | 2,98% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 157 128 | 50 000 | 51 863 CHF | 17 024 CHF | 100,00% | 100,00% |
03/07/2024 | 3,42% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 147 617 | 50 000 | 51 146 CHF | 17 942 CHF | 99,82% | 99,82% |