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 | 3,51% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 52 505 CHF | 33 988 CHF | 100,00% | 100,00% |
15/07/2024 | 4,79% | 0,44 CHF | 0,46 CHF | 120 000 | 75 000 | 91 886 | 62 281 | 39 915 CHF | 28 228 CHF | 98,41% | 98,41% |
12/07/2024 | 3,98% | 0,45 CHF | 0,47 CHF | 120 000 | 75 000 | 120 907 | 75 000 | 53 017 CHF | 34 238 CHF | 99,38% | 99,38% |
11/07/2024 | 4,06% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 131 174 | 75 000 | 51 753 CHF | 30 904 CHF | 99,15% | 99,15% |
10/07/2024 | 4,55% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 140 000 | 75 000 | 51 078 CHF | 28 637 CHF | 100,00% | 100,00% |
09/07/2024 | 4,54% | 0,35 CHF | 0,37 CHF | 150 000 | 75 000 | 140 190 | 75 000 | 51 099 CHF | 28 610 CHF | 100,00% | 100,00% |
08/07/2024 | 4,18% | 0,36 CHF | 0,38 CHF | 140 000 | 75 000 | 140 000 | 75 000 | 52 258 CHF | 29 188 CHF | 100,00% | 100,00% |
05/07/2024 | 4,32% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 138 004 | 75 000 | 52 472 CHF | 29 789 CHF | 99,62% | 99,62% |
04/07/2024 | 3,71% | 0,38 CHF | 0,40 CHF | 140 000 | 75 000 | 132 002 | 75 000 | 51 579 CHF | 30 426 CHF | 100,00% | 100,00% |
03/07/2024 | 4,43% | 0,38 CHF | 0,40 CHF | 140 000 | 75 000 | 138 079 | 75 000 | 52 426 CHF | 29 780 CHF | 99,73% | 99,73% |