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 | 2,72% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 109 224 | 75 000 | 52 596 CHF | 37 194 CHF | 62,07% | 62,07% |
15/07/2024 | 2,36% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 95 905 | 75 000 | 52 092 CHF | 41 830 CHF | 95,53% | 95,53% |
12/07/2024 | 2,45% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 98 135 | 75 000 | 53 475 CHF | 41 919 CHF | 91,67% | 91,67% |
11/07/2024 | 2,46% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 101 966 | 75 000 | 52 315 CHF | 39 475 CHF | 95,56% | 95,56% |
10/07/2024 | 2,83% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 116 044 | 75 000 | 51 879 CHF | 34 545 CHF | 99,58% | 99,58% |
09/07/2024 | 2,75% | 0,44 CHF | 0,46 CHF | 120 000 | 75 000 | 109 506 | 75 000 | 52 055 CHF | 36 695 CHF | 94,84% | 94,84% |
08/07/2024 | 2,64% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 109 482 | 75 000 | 52 204 CHF | 36 727 CHF | 97,95% | 97,95% |
05/07/2024 | 2,58% | 0,47 CHF | 0,49 CHF | 110 000 | 75 000 | 102 105 | 75 000 | 51 623 CHF | 38 948 CHF | 98,67% | 98,67% |
04/07/2024 | 2,69% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 110 345 | 100 000 | 52 261 CHF | 48 839 CHF | 100,00% | 100,00% |
03/07/2024 | 2,80% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 115 672 | 100 000 | 52 211 CHF | 46 452 CHF | 98,59% | 98,59% |