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 | 7,36% | 0,23 CHF | 0,25 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 9 113 CHF | 9 806 CHF | 100,00% | 100,00% |
15/07/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 114 901 | 75 000 | 52 483 CHF | 35 061 CHF | 99,61% | 99,61% |
12/07/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 112 259 | 75 000 | 51 466 CHF | 35 150 CHF | 99,01% | 99,01% |
11/07/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 117 276 | 75 000 | 52 642 CHF | 34 437 CHF | 93,88% | 93,88% |
10/07/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 108 934 | 75 000 | 52 986 CHF | 37 245 CHF | 100,00% | 100,00% |
09/07/2024 | 2,32% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 120 984 | 75 000 | 51 626 CHF | 32 770 CHF | 100,00% | 100,00% |
08/07/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 126 413 | 75 000 | 51 785 CHF | 31 527 CHF | 97,53% | 97,53% |
05/07/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 123 615 | 75 000 | 52 248 CHF | 32 485 CHF | 98,69% | 98,69% |
04/07/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 120 461 | 75 000 | 51 034 CHF | 32 528 CHF | 87,44% | 87,44% |
03/07/2024 | 2,24% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 118 091 | 75 000 | 52 112 CHF | 33 875 CHF | 99,95% | 99,95% |