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 | 2,71% | 0,30 CHF | 0,31 CHF | 160 519 | 75 000 | 140 709 | 75 000 | 51 330 CHF | 28 232 CHF | 100,00% | 100,00% |
15/07/2024 | 3,00% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 153 234 | 75 000 | 50 410 CHF | 25 534 CHF | 99,66% | 99,66% |
12/07/2024 | 2,84% | 0,32 CHF | 0,33 CHF | 160 581 | 75 000 | 146 914 | 75 000 | 51 090 CHF | 26 916 CHF | 92,32% | 92,32% |
11/07/2024 | 2,43% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 127 349 | 75 000 | 51 884 CHF | 31 442 CHF | 99,09% | 99,09% |
10/07/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 103 203 | 75 000 | 51 553 CHF | 38 238 CHF | 100,00% | 100,00% |
09/07/2024 | 2,03% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 106 992 | 75 000 | 52 152 CHF | 37 379 CHF | 100,00% | 100,00% |
08/07/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 107 601 | 75 000 | 52 474 CHF | 37 348 CHF | 100,00% | 100,00% |
05/07/2024 | 2,20% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 117 862 | 75 000 | 52 938 CHF | 34 480 CHF | 98,97% | 98,97% |
04/07/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 109 468 | 75 000 | 51 715 CHF | 36 197 CHF | 100,00% | 100,00% |
03/07/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 105 333 | 75 000 | 52 569 CHF | 38 240 CHF | 100,00% | 100,00% |