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 | 2,62% | 0,56 CHF | 0,57 CHF | 200 000 | 200 000 | 95 045 | 95 045 | 54 830 CHF | 56 138 CHF | 99,89% | 99,89% |
15/07/2024 | 2,52% | 0,62 CHF | 0,63 CHF | 190 000 | 190 000 | 93 570 | 93 570 | 56 486 CHF | 57 776 CHF | 99,06% | 99,06% |
12/07/2024 | 3,02% | 0,60 CHF | 0,61 CHF | 190 000 | 190 000 | 96 423 | 96 423 | 51 389 CHF | 52 727 CHF | 100,00% | 100,00% |
11/07/2024 | 2,56% | 0,55 CHF | 0,56 CHF | 200 000 | 200 000 | 94 026 | 94 026 | 55 530 CHF | 56 831 CHF | 99,99% | 99,99% |
10/07/2024 | 2,55% | 0,61 CHF | 0,62 CHF | 190 000 | 190 000 | 93 153 | 93 153 | 55 702 CHF | 56 991 CHF | 100,00% | 100,00% |
09/07/2024 | 2,41% | 0,55 CHF | 0,56 CHF | 200 000 | 200 000 | 95 329 | 95 329 | 57 751 CHF | 59 059 CHF | 98,82% | 98,82% |
08/07/2024 | 3,42% | 0,50 CHF | 0,51 CHF | 200 000 | 200 000 | 97 424 | 97 424 | 46 084 CHF | 47 439 CHF | 100,00% | 100,00% |
05/07/2024 | 4,88% | 0,38 CHF | 0,39 CHF | 210 000 | 210 000 | 103 016 | 103 016 | 32 463 CHF | 33 886 CHF | 98,96% | 98,96% |
04/07/2024 | 4,88% | 0,30 CHF | 0,31 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 22 557 CHF | 23 692 CHF | 99,44% | 99,44% |
03/07/2024 | 5,16% | 0,29 CHF | 0,30 CHF | 210 000 | 210 000 | 103 135 | 103 135 | 29 995 CHF | 31 423 CHF | 99,64% | 99,64% |