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 | 2,53% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 71 257 | 29 817 | 51 811 CHF | 22 106 CHF | 99,50% | 99,50% |
15/07/2024 | 2,46% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 30 088 | 52 457 CHF | 23 050 CHF | 94,22% | 94,22% |
12/07/2024 | 2,85% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 78 308 | 29 897 | 51 390 CHF | 20 591 CHF | 97,91% | 97,91% |
11/07/2024 | 2,46% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 71 111 | 29 831 | 52 981 CHF | 22 585 CHF | 99,26% | 99,26% |
10/07/2024 | 2,47% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 738 | 30 005 | 52 570 CHF | 22 810 CHF | 95,80% | 95,80% |
09/07/2024 | 1,99% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 73 902 | 36 849 | 54 546 CHF | 27 353 CHF | 44,81% | 44,81% |
08/07/2024 | 3,09% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 87 908 | 30 001 | 52 956 CHF | 18 939 CHF | 95,89% | 95,89% |
05/07/2024 | 4,01% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 117 526 | 35 337 | 53 203 CHF | 16 779 CHF | 98,36% | 98,36% |
04/07/2024 | 4,10% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 120 000 | 35 259 | 53 547 CHF | 16 300 CHF | 99,13% | 99,13% |
03/07/2024 | 4,20% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 000 | 35 204 | 52 171 CHF | 15 852 CHF | 99,69% | 99,69% |