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 | 1,92% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 569 | 50 000 | 51 986 CHF | 26 353 CHF | 100,00% | 100,00% |
15/07/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 105 343 | 50 000 | 52 230 CHF | 25 315 CHF | 98,52% | 98,52% |
12/07/2024 | 1,96% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 102 154 | 50 000 | 51 704 CHF | 25 824 CHF | 99,38% | 99,38% |
11/07/2024 | 1,95% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 348 | 50 000 | 50 873 CHF | 25 851 CHF | 99,16% | 99,16% |
10/07/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 92 228 | 50 000 | 51 712 CHF | 28 560 CHF | 100,00% | 100,00% |
09/07/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 405 | 50 000 | 51 068 CHF | 28 747 CHF | 100,00% | 100,00% |
08/07/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 457 | 50 000 | 51 356 CHF | 28 892 CHF | 100,00% | 100,00% |
05/07/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 931 CHF | 29 350 CHF | 99,62% | 99,62% |
04/07/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 989 CHF | 29 383 CHF | 100,00% | 100,00% |
03/07/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 88 536 | 50 000 | 54 283 CHF | 31 170 CHF | 99,73% | 99,73% |