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 | 2,41% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 29 821 | 53 553 CHF | 23 229 CHF | 99,45% | 99,45% |
15/07/2024 | 2,33% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 69 999 | 30 085 | 55 084 CHF | 24 175 CHF | 94,14% | 94,14% |
12/07/2024 | 2,69% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 77 789 | 29 900 | 53 939 CHF | 21 705 CHF | 97,88% | 97,88% |
11/07/2024 | 2,33% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 002 | 29 834 | 54 852 CHF | 23 709 CHF | 99,23% | 99,23% |
10/07/2024 | 2,36% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 30 008 | 54 680 CHF | 23 944 CHF | 95,76% | 95,76% |
09/07/2024 | 1,90% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 088 | 36 852 | 54 512 CHF | 28 736 CHF | 44,80% | 44,80% |
08/07/2024 | 2,91% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 82 415 | 30 005 | 52 751 CHF | 20 049 CHF | 95,83% | 95,83% |
05/07/2024 | 3,77% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 108 535 | 35 339 | 53 106 CHF | 18 080 CHF | 98,32% | 98,32% |
04/07/2024 | 3,78% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 110 000 | 35 255 | 53 131 CHF | 17 592 CHF | 99,17% | 99,17% |
03/07/2024 | 3,88% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 110 000 | 35 210 | 51 873 CHF | 17 150 CHF | 99,64% | 99,64% |