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 | 3,44% | 0,53 CHF | 0,55 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 935 CHF | 40 316 CHF | 100,00% | 100,00% |
15/07/2024 | 4,06% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 78 801 | 62 281 | 40 693 CHF | 33 373 CHF | 98,41% | 98,41% |
12/07/2024 | 2,97% | 0,53 CHF | 0,55 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 292 CHF | 40 403 CHF | 99,38% | 99,38% |
11/07/2024 | 3,52% | 0,51 CHF | 0,53 CHF | 100 000 | 75 000 | 109 335 | 75 000 | 52 125 CHF | 37 131 CHF | 98,55% | 98,55% |
10/07/2024 | 3,58% | 0,45 CHF | 0,47 CHF | 120 000 | 75 000 | 119 424 | 75 000 | 53 533 CHF | 34 849 CHF | 100,00% | 100,00% |
09/07/2024 | 3,77% | 0,43 CHF | 0,45 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 53 644 CHF | 34 817 CHF | 100,00% | 100,00% |
08/07/2024 | 3,86% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 114 724 | 75 000 | 52 190 CHF | 35 479 CHF | 100,00% | 100,00% |
05/07/2024 | 3,50% | 0,45 CHF | 0,47 CHF | 120 000 | 75 000 | 110 911 | 75 000 | 51 392 CHF | 35 996 CHF | 99,62% | 99,62% |
04/07/2024 | 3,66% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 52 016 CHF | 36 787 CHF | 100,00% | 100,00% |
03/07/2024 | 3,50% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 111 164 | 75 000 | 51 434 CHF | 35 948 CHF | 99,73% | 99,73% |