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 | 2,65% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 29 820 | 55 453 CHF | 21 084 CHF | 99,46% | 99,46% |
15/07/2024 | 2,57% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 74 567 | 30 092 | 53 291 CHF | 22 022 CHF | 94,17% | 94,17% |
12/07/2024 | 2,99% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 87 748 | 29 899 | 54 573 CHF | 19 558 CHF | 97,88% | 97,88% |
11/07/2024 | 2,56% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 74 163 | 29 833 | 52 716 CHF | 21 566 CHF | 99,23% | 99,23% |
10/07/2024 | 2,60% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 75 298 | 30 007 | 53 347 CHF | 21 782 CHF | 95,76% | 95,76% |
09/07/2024 | 2,09% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 74 320 | 36 852 | 52 289 CHF | 26 084 CHF | 44,80% | 44,80% |
08/07/2024 | 3,28% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 93 101 | 30 004 | 52 829 CHF | 17 895 CHF | 95,84% | 95,84% |
05/07/2024 | 4,40% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 127 091 | 35 341 | 53 040 CHF | 15 539 CHF | 98,32% | 98,32% |
04/07/2024 | 4,42% | 0,42 CHF | 0,43 CHF | 130 000 | 75 000 | 130 000 | 35 255 | 53 418 CHF | 15 050 CHF | 99,17% | 99,17% |
03/07/2024 | 4,59% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 130 000 | 35 209 | 51 918 CHF | 14 611 CHF | 99,65% | 99,65% |