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 | 1,48% | 0,70 CHF | 0,71 CHF | 150 000 | 150 000 | 166 624 | 166 626 | 111 679 CHF | 113 347 CHF | 100,00% | 100,00% |
15/07/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 150 000 | 150 000 | 152 728 | 152 728 | 105 808 CHF | 107 336 CHF | 100,00% | 100,00% |
12/07/2024 | 1,58% | 0,67 CHF | 0,68 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 109 720 CHF | 111 470 CHF | 98,94% | 98,94% |
11/07/2024 | 1,72% | 0,61 CHF | 0,62 CHF | 175 000 | 175 000 | 175 000 | 174 996 | 101 175 CHF | 102 922 CHF | 99,63% | 99,63% |
10/07/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 175 000 | 175 000 | 180 749 | 180 749 | 92 146 CHF | 93 953 CHF | 99,83% | 99,83% |
09/07/2024 | 1,75% | 0,53 CHF | 0,54 CHF | 175 000 | 175 000 | 175 000 | 174 996 | 99 415 CHF | 101 163 CHF | 100,00% | 100,00% |
08/07/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 175 000 | 175 000 | 175 828 | 175 828 | 98 128 CHF | 99 886 CHF | 100,00% | 100,00% |
05/07/2024 | 1,89% | 0,49 CHF | 0,50 CHF | 200 000 | 200 000 | 179 730 | 179 731 | 93 975 CHF | 95 773 CHF | 99,99% | 99,99% |
04/07/2024 | 1,96% | 0,52 CHF | 0,53 CHF | 200 000 | 200 000 | 192 450 | 192 451 | 97 374 CHF | 99 299 CHF | 100,00% | 100,00% |
03/07/2024 | 2,25% | 0,46 CHF | 0,47 CHF | 200 000 | 200 000 | 202 920 | 202 921 | 89 283 CHF | 91 312 CHF | 99,49% | 99,49% |