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 | 2,97% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 89 702 | 29 818 | 55 096 CHF | 18 728 CHF | 99,49% | 99,49% |
15/07/2024 | 2,89% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 706 | 30 088 | 51 342 CHF | 19 649 CHF | 94,22% | 94,22% |
12/07/2024 | 3,44% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 97 048 | 29 897 | 52 689 CHF | 17 211 CHF | 97,91% | 97,91% |
11/07/2024 | 2,89% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 81 672 | 29 831 | 51 599 CHF | 19 208 CHF | 99,26% | 99,26% |
10/07/2024 | 2,92% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 82 840 | 30 005 | 52 144 CHF | 19 408 CHF | 95,80% | 95,80% |
09/07/2024 | 2,34% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 84 148 | 36 849 | 52 593 CHF | 23 177 CHF | 44,81% | 44,81% |
08/07/2024 | 3,81% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 108 050 | 30 002 | 52 862 CHF | 15 548 CHF | 95,88% | 95,88% |
05/07/2024 | 5,40% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 152 106 | 35 337 | 51 603 CHF | 12 779 CHF | 98,35% | 98,35% |
04/07/2024 | 5,47% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 157 302 | 35 255 | 52 303 CHF | 12 291 CHF | 99,17% | 99,17% |
03/07/2024 | 5,62% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 160 283 | 35 205 | 51 461 CHF | 11 850 CHF | 99,68% | 99,68% |