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 | 12,29% | 0,13 CHF | 0,15 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 5 363 CHF | 6 056 CHF | 100,00% | 100,00% |
15/07/2024 | 2,75% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 141 315 | 75 000 | 50 757 CHF | 27 705 CHF | 99,61% | 99,61% |
12/07/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 140 908 | 75 000 | 50 530 CHF | 27 650 CHF | 99,01% | 99,01% |
11/07/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 143 074 | 75 000 | 142 925 | 75 000 | 49 894 CHF | 26 937 CHF | 93,88% | 93,88% |
10/07/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 133 924 | 75 000 | 51 736 CHF | 29 745 CHF | 100,00% | 100,00% |
09/07/2024 | 3,02% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 143 215 | 75 000 | 46 826 CHF | 25 270 CHF | 100,00% | 100,00% |
08/07/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 142 155 | 75 000 | 142 326 | 75 000 | 44 182 CHF | 24 027 CHF | 97,53% | 97,53% |
05/07/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 143 549 | 75 000 | 143 251 | 75 000 | 46 800 CHF | 25 248 CHF | 98,68% | 98,68% |
04/07/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 143 134 | 75 000 | 143 659 | 75 000 | 47 071 CHF | 25 323 CHF | 87,44% | 87,44% |
03/07/2024 | 2,89% | 0,32 CHF | 0,33 CHF | 143 700 | 75 000 | 143 800 | 75 000 | 49 113 CHF | 26 375 CHF | 99,95% | 99,95% |