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 | 4,25% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 170 583 | 50 000 | 51 304 CHF | 15 694 CHF | 98,86% | 98,86% |
15/07/2024 | 3,60% | 0,32 CHF | 0,34 CHF | 160 000 | 50 000 | 145 829 | 50 000 | 51 597 CHF | 18 373 CHF | 97,09% | 97,09% |
12/07/2024 | 4,17% | 0,35 CHF | 0,37 CHF | 150 000 | 50 000 | 152 563 | 50 000 | 51 780 CHF | 17 700 CHF | 94,50% | 94,50% |
11/07/2024 | 3,97% | 0,36 CHF | 0,38 CHF | 140 000 | 50 000 | 150 934 | 50 000 | 51 775 CHF | 17 880 CHF | 98,89% | 98,89% |
10/07/2024 | 4,27% | 0,32 CHF | 0,34 CHF | 160 000 | 50 000 | 164 666 | 50 000 | 52 062 CHF | 16 507 CHF | 100,00% | 100,00% |
09/07/2024 | 3,79% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 157 275 | 50 000 | 51 724 CHF | 17 091 CHF | 99,99% | 99,99% |
08/07/2024 | 3,71% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 143 138 | 50 000 | 51 606 CHF | 18 723 CHF | 99,64% | 99,64% |
05/07/2024 | 3,98% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 141 925 | 50 000 | 51 909 CHF | 19 041 CHF | 98,87% | 98,87% |
04/07/2024 | 3,30% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 122 059 | 50 000 | 51 502 CHF | 21 819 CHF | 100,00% | 100,00% |
03/07/2024 | 3,52% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 130 364 | 50 000 | 51 751 CHF | 20 563 CHF | 99,73% | 99,73% |