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 | 2,66% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 149 695 | 149 694 | 55 648 CHF | 57 145 CHF | 100,00% | 100,00% |
15/07/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 127 605 | 127 605 | 52 298 CHF | 53 574 CHF | 100,00% | 100,00% |
12/07/2024 | 2,60% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 145 580 | 145 660 | 55 121 CHF | 56 608 CHF | 98,95% | 98,95% |
11/07/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 57 280 CHF | 58 780 CHF | 99,03% | 99,35% |
10/07/2024 | 2,29% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 127 002 | 127 002 | 54 958 CHF | 56 228 CHF | 99,84% | 99,84% |
09/07/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 405 CHF | 59 655 CHF | 100,00% | 100,00% |
08/07/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 751 CHF | 58 001 CHF | 100,00% | 100,00% |
05/07/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 123 950 | 123 948 | 58 811 CHF | 60 050 CHF | 99,27% | 99,27% |
04/07/2024 | 1,98% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 103 909 | 103 906 | 51 997 CHF | 53 034 CHF | 100,00% | 100,00% |
03/07/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 819 | 100 819 | 51 034 CHF | 52 043 CHF | 99,51% | 99,51% |