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 | 2,11% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 79 346 | 44 964 | 44 687 CHF | 25 845 CHF | 100,00% | 100,00% |
15/07/2024 | 2,50% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 116 162 | 50 000 | 51 995 CHF | 23 007 CHF | 99,72% | 99,72% |
12/07/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 125 606 | 50 000 | 52 059 CHF | 21 238 CHF | 99,01% | 99,01% |
11/07/2024 | 3,10% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 132 952 | 50 000 | 51 903 CHF | 20 148 CHF | 99,09% | 99,09% |
10/07/2024 | 2,54% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 121 539 | 50 000 | 51 343 CHF | 21 676 CHF | 100,00% | 100,00% |
09/07/2024 | 2,52% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 132 450 | 50 000 | 51 939 CHF | 20 133 CHF | 100,00% | 100,00% |
08/07/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 142 317 | 50 000 | 51 588 CHF | 18 678 CHF | 100,00% | 100,00% |
05/07/2024 | 2,55% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 116 465 | 50 000 | 52 841 CHF | 23 336 CHF | 98,86% | 98,86% |
04/07/2024 | 1,98% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 104 165 | 50 000 | 52 083 CHF | 25 524 CHF | 100,00% | 100,00% |
03/07/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 674 CHF | 26 337 CHF | 99,82% | 99,82% |