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 | 2,98% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 89 702 | 29 820 | 55 118 CHF | 18 738 CHF | 99,46% | 99,46% |
15/07/2024 | 2,89% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 699 | 30 091 | 51 357 CHF | 19 658 CHF | 94,18% | 94,18% |
12/07/2024 | 3,44% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 97 049 | 29 899 | 52 689 CHF | 17 212 CHF | 97,88% | 97,88% |
11/07/2024 | 2,89% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 81 643 | 29 834 | 51 615 CHF | 19 222 CHF | 99,23% | 99,23% |
10/07/2024 | 2,91% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 82 837 | 30 008 | 52 167 CHF | 19 418 CHF | 95,76% | 95,76% |
09/07/2024 | 2,34% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 84 149 | 36 854 | 52 603 CHF | 23 184 CHF | 44,79% | 44,79% |
08/07/2024 | 3,81% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 108 087 | 30 005 | 52 845 CHF | 15 539 CHF | 95,83% | 95,83% |
05/07/2024 | 5,34% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 152 547 | 35 340 | 51 691 CHF | 12 757 CHF | 98,33% | 98,33% |
04/07/2024 | 5,45% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 157 567 | 35 255 | 52 315 CHF | 12 273 CHF | 99,17% | 99,17% |
03/07/2024 | 5,66% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 160 692 | 35 209 | 51 478 CHF | 11 830 CHF | 99,65% | 99,65% |