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 | 3,86% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 78 216 | 45 413 | 45 150 CHF | 27 191 CHF | 97,80% | 97,80% |
15/07/2024 | 3,05% | 0,66 CHF | 0,68 CHF | 80 000 | 50 000 | 79 918 | 50 000 | 54 479 CHF | 35 139 CHF | 98,99% | 98,99% |
12/07/2024 | 2,90% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 71 745 | 50 000 | 51 568 CHF | 37 012 CHF | 98,78% | 98,78% |
11/07/2024 | 2,71% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 982 CHF | 38 152 CHF | 99,09% | 99,09% |
10/07/2024 | 2,82% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 75 529 | 50 000 | 53 917 CHF | 36 736 CHF | 100,00% | 100,00% |
09/07/2024 | 2,67% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 70 102 | 50 000 | 52 338 CHF | 38 343 CHF | 100,00% | 100,00% |
08/07/2024 | 2,58% | 0,77 CHF | 0,80 CHF | 70 000 | 50 000 | 70 082 | 50 000 | 54 240 CHF | 39 710 CHF | 100,00% | 100,00% |
05/07/2024 | 3,03% | 0,72 CHF | 0,74 CHF | 70 000 | 50 000 | 79 294 | 50 000 | 54 612 CHF | 35 526 CHF | 95,10% | 95,10% |
04/07/2024 | 3,29% | 0,63 CHF | 0,65 CHF | 80 000 | 50 000 | 80 027 | 50 000 | 51 883 CHF | 33 500 CHF | 100,00% | 100,00% |
03/07/2024 | 3,12% | 0,64 CHF | 0,66 CHF | 80 000 | 50 000 | 82 158 | 50 000 | 52 069 CHF | 32 712 CHF | 99,82% | 99,82% |