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 | 4,29% | 0,21 CHF | 0,22 CHF | 185 915 | 75 000 | 187 821 | 75 000 | 42 920 CHF | 17 886 CHF | 100,00% | 100,00% |
15/07/2024 | 4,05% | 0,25 CHF | 0,26 CHF | 189 733 | 75 000 | 189 642 | 75 000 | 45 883 CHF | 18 895 CHF | 99,72% | 99,72% |
12/07/2024 | 3,87% | 0,25 CHF | 0,26 CHF | 189 781 | 75 000 | 191 168 | 75 000 | 48 484 CHF | 19 771 CHF | 99,01% | 99,01% |
11/07/2024 | 3,62% | 0,26 CHF | 0,27 CHF | 190 990 | 75 000 | 188 244 | 75 000 | 51 006 CHF | 21 081 CHF | 99,09% | 99,09% |
10/07/2024 | 3,39% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 179 496 | 75 000 | 52 117 CHF | 22 528 CHF | 100,00% | 100,00% |
09/07/2024 | 3,15% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 167 724 | 75 000 | 52 323 CHF | 24 155 CHF | 100,00% | 100,00% |
08/07/2024 | 2,93% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 153 966 | 75 000 | 51 714 CHF | 25 953 CHF | 100,00% | 100,00% |
05/07/2024 | 2,96% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 156 976 | 75 000 | 52 256 CHF | 25 727 CHF | 98,98% | 98,98% |
04/07/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 51 088 CHF | 26 294 CHF | 100,00% | 100,00% |
03/07/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 51 021 CHF | 26 261 CHF | 100,00% | 100,00% |