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 | 3,42% | 0,49 CHF | 0,51 CHF | 110 000 | 75 000 | 109 993 | 75 000 | 53 075 CHF | 37 451 CHF | 100,00% | 100,00% |
15/07/2024 | 3,99% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 84 575 | 62 281 | 40 702 CHF | 31 050 CHF | 98,41% | 98,41% |
12/07/2024 | 3,41% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 108 337 | 75 000 | 52 603 CHF | 37 696 CHF | 95,30% | 95,30% |
11/07/2024 | 3,52% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 117 374 | 75 000 | 51 771 CHF | 34 338 CHF | 97,93% | 97,93% |
10/07/2024 | 3,63% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 126 805 | 75 000 | 52 352 CHF | 32 124 CHF | 100,00% | 100,00% |
09/07/2024 | 3,72% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 127 748 | 75 000 | 52 544 CHF | 32 028 CHF | 100,00% | 100,00% |
08/07/2024 | 3,74% | 0,41 CHF | 0,43 CHF | 130 000 | 75 000 | 121 469 | 75 000 | 50 903 CHF | 32 636 CHF | 100,00% | 100,00% |
05/07/2024 | 3,94% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 120 321 | 75 000 | 51 349 CHF | 33 297 CHF | 99,62% | 99,62% |
04/07/2024 | 3,87% | 0,43 CHF | 0,45 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 52 281 CHF | 33 965 CHF | 100,00% | 100,00% |
03/07/2024 | 3,63% | 0,43 CHF | 0,45 CHF | 120 000 | 75 000 | 120 569 | 75 000 | 51 482 CHF | 33 212 CHF | 99,73% | 99,73% |