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 | 3,24% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 88 367 | 29 817 | 50 031 CHF | 17 309 CHF | 99,50% | 99,50% |
15/07/2024 | 3,11% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 86 609 | 30 081 | 50 978 CHF | 18 211 CHF | 94,16% | 94,16% |
12/07/2024 | 3,78% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 100 495 | 29 897 | 49 870 CHF | 15 786 CHF | 97,91% | 97,91% |
11/07/2024 | 3,11% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 87 999 | 29 831 | 51 382 CHF | 17 789 CHF | 99,27% | 99,27% |
10/07/2024 | 3,14% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 87 540 | 30 005 | 50 937 CHF | 17 976 CHF | 95,80% | 95,80% |
09/07/2024 | 2,53% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 93 440 | 36 849 | 53 945 CHF | 21 421 CHF | 44,81% | 44,81% |
08/07/2024 | 4,23% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 110 382 | 30 001 | 49 317 CHF | 14 121 CHF | 95,89% | 95,89% |
05/07/2024 | 6,19% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 164 076 | 35 337 | 47 940 CHF | 11 094 CHF | 98,36% | 98,36% |
04/07/2024 | 6,31% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 167 309 | 35 255 | 47 724 CHF | 10 611 CHF | 99,17% | 99,17% |
03/07/2024 | 6,56% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 175 451 | 35 204 | 48 055 CHF | 10 168 CHF | 99,69% | 99,69% |