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 | 2,59% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 248 CHF | 26 810 CHF | 98,86% | 98,86% |
15/07/2024 | 2,48% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 85 995 | 50 000 | 52 472 CHF | 31 335 CHF | 97,09% | 97,09% |
12/07/2024 | 2,30% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 892 CHF | 30 068 CHF | 94,50% | 94,50% |
11/07/2024 | 2,22% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 88 722 | 50 000 | 52 347 CHF | 30 207 CHF | 98,96% | 98,96% |
10/07/2024 | 2,50% | 0,55 CHF | 0,57 CHF | 100 000 | 50 000 | 98 851 | 50 000 | 53 502 CHF | 27 758 CHF | 100,00% | 100,00% |
09/07/2024 | 2,53% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 93 914 | 50 000 | 52 496 CHF | 28 697 CHF | 100,00% | 100,00% |
08/07/2024 | 2,33% | 0,58 CHF | 0,60 CHF | 90 000 | 50 000 | 88 650 | 50 000 | 53 694 CHF | 31 020 CHF | 99,84% | 99,84% |
05/07/2024 | 2,36% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 87 331 | 50 000 | 53 418 CHF | 31 345 CHF | 92,90% | 92,90% |
04/07/2024 | 1,91% | 0,71 CHF | 0,73 CHF | 80 000 | 50 000 | 78 153 | 50 000 | 54 704 CHF | 35 694 CHF | 100,00% | 100,00% |
03/07/2024 | 2,06% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 868 CHF | 33 731 CHF | 99,73% | 99,73% |