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 | 3,21% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 317 CHF | 39 743 CHF | 100,00% | 100,00% |
15/07/2024 | 3,96% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 78 801 | 62 281 | 40 306 CHF | 33 008 CHF | 98,41% | 98,41% |
12/07/2024 | 3,34% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 101 531 | 75 000 | 52 401 CHF | 40 052 CHF | 99,38% | 99,38% |
11/07/2024 | 3,36% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 110 731 | 75 000 | 52 226 CHF | 36 684 CHF | 99,15% | 99,15% |
10/07/2024 | 3,43% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 53 223 CHF | 34 426 CHF | 100,00% | 100,00% |
09/07/2024 | 3,73% | 0,43 CHF | 0,45 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 53 029 CHF | 34 403 CHF | 100,00% | 100,00% |
08/07/2024 | 3,67% | 0,44 CHF | 0,46 CHF | 120 000 | 75 000 | 118 494 | 75 000 | 53 312 CHF | 35 013 CHF | 100,00% | 100,00% |
05/07/2024 | 3,49% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 114 160 | 75 000 | 52 226 CHF | 35 555 CHF | 99,62% | 99,62% |
04/07/2024 | 3,72% | 0,46 CHF | 0,48 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 51 270 CHF | 36 280 CHF | 100,00% | 100,00% |
03/07/2024 | 3,60% | 0,46 CHF | 0,48 CHF | 110 000 | 75 000 | 113 564 | 75 000 | 51 941 CHF | 35 583 CHF | 99,73% | 99,73% |