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 | 3,59% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 101 715 | 29 820 | 51 753 CHF | 15 597 CHF | 99,46% | 99,46% |
15/07/2024 | 3,45% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 99 823 | 30 084 | 53 049 CHF | 16 492 CHF | 94,15% | 94,15% |
12/07/2024 | 4,23% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 117 755 | 29 899 | 51 472 CHF | 14 066 CHF | 97,88% | 97,88% |
11/07/2024 | 3,45% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 101 085 | 29 833 | 53 278 CHF | 16 082 CHF | 99,23% | 99,23% |
10/07/2024 | 3,49% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 891 | 30 008 | 52 934 CHF | 16 253 CHF | 95,77% | 95,77% |
09/07/2024 | 2,80% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 101 590 | 36 854 | 52 742 CHF | 19 302 CHF | 44,79% | 44,79% |
08/07/2024 | 4,85% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 135 216 | 30 005 | 51 758 CHF | 12 385 CHF | 95,83% | 95,83% |
05/07/2024 | 7,74% | 0,31 CHF | 0,31 CHF | 170 000 | 75 000 | 219 369 | 35 315 | 51 146 CHF | 9 029 CHF | 98,25% | 98,25% |
04/07/2024 | 7,92% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 227 543 | 35 259 | 51 515 CHF | 8 550 CHF | 99,13% | 99,13% |
03/07/2024 | 8,34% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 239 376 | 35 209 | 51 341 CHF | 8 107 CHF | 99,65% | 99,65% |