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 | 2,71% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 29 817 | 54 320 CHF | 20 661 CHF | 99,50% | 99,50% |
15/07/2024 | 2,61% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 79 434 | 30 086 | 55 674 CHF | 21 592 CHF | 94,21% | 94,21% |
12/07/2024 | 3,05% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 87 786 | 29 897 | 53 383 CHF | 19 142 CHF | 97,91% | 97,91% |
11/07/2024 | 2,63% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 79 353 | 29 831 | 55 320 CHF | 21 138 CHF | 99,27% | 99,27% |
10/07/2024 | 2,65% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 79 911 | 30 005 | 55 535 CHF | 21 355 CHF | 95,81% | 95,81% |
09/07/2024 | 2,13% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 75 049 | 36 849 | 51 760 CHF | 25 566 CHF | 44,81% | 44,81% |
08/07/2024 | 3,36% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 95 102 | 30 001 | 52 692 CHF | 17 489 CHF | 95,89% | 95,89% |
05/07/2024 | 4,55% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 128 671 | 35 337 | 52 012 CHF | 15 071 CHF | 98,36% | 98,36% |
04/07/2024 | 4,62% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 130 000 | 35 255 | 51 670 CHF | 14 581 CHF | 99,17% | 99,17% |
03/07/2024 | 4,68% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 132 147 | 35 203 | 51 023 CHF | 14 139 CHF | 99,69% | 99,69% |