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 | 2,59% | 0,51 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 573 CHF | 26 463 CHF | 98,86% | 98,86% |
15/07/2024 | 2,43% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 90 897 | 50 000 | 53 235 CHF | 30 023 CHF | 97,09% | 97,09% |
12/07/2024 | 2,35% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 391 | 50 000 | 51 399 CHF | 29 111 CHF | 94,50% | 94,50% |
11/07/2024 | 2,49% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 92 225 | 50 000 | 52 688 CHF | 29 313 CHF | 98,99% | 98,99% |
10/07/2024 | 2,54% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 286 CHF | 27 329 CHF | 100,00% | 100,00% |
09/07/2024 | 2,31% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 96 852 | 50 000 | 53 128 CHF | 28 093 CHF | 100,00% | 100,00% |
08/07/2024 | 2,31% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 001 CHF | 30 134 CHF | 100,00% | 100,00% |
05/07/2024 | 2,40% | 0,58 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 593 CHF | 30 497 CHF | 98,87% | 98,87% |
04/07/2024 | 2,24% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 025 | 50 000 | 53 446 CHF | 34 151 CHF | 100,00% | 100,00% |
03/07/2024 | 2,28% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 81 853 | 50 000 | 51 962 CHF | 32 492 CHF | 99,73% | 99,73% |