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 | 2,99% | 0,44 CHF | 0,45 CHF | 82 435 | 50 000 | 84 583 | 50 000 | 35 846 CHF | 21 837 CHF | 100,00% | 100,00% |
15/07/2024 | 3,01% | 0,42 CHF | 0,44 CHF | 84 721 | 50 000 | 83 711 | 50 000 | 36 041 CHF | 22 191 CHF | 99,72% | 99,72% |
12/07/2024 | 2,93% | 0,44 CHF | 0,45 CHF | 82 876 | 50 000 | 84 577 | 50 000 | 36 118 CHF | 22 004 CHF | 99,01% | 99,01% |
11/07/2024 | 2,62% | 0,41 CHF | 0,42 CHF | 85 963 | 50 000 | 88 927 | 50 000 | 35 137 CHF | 20 295 CHF | 99,08% | 99,08% |
10/07/2024 | 2,90% | 0,38 CHF | 0,40 CHF | 91 657 | 50 000 | 95 774 | 50 000 | 34 483 CHF | 18 537 CHF | 100,00% | 100,00% |
09/07/2024 | 4,22% | 0,32 CHF | 0,33 CHF | 104 093 | 50 000 | 100 537 | 50 000 | 33 136 CHF | 17 197 CHF | 100,00% | 100,00% |
08/07/2024 | 3,84% | 0,33 CHF | 0,34 CHF | 100 457 | 50 000 | 95 707 | 50 000 | 34 002 CHF | 18 487 CHF | 100,00% | 100,00% |
05/07/2024 | 2,82% | 0,38 CHF | 0,39 CHF | 92 219 | 50 000 | 90 405 | 50 000 | 35 764 CHF | 20 360 CHF | 98,86% | 98,86% |
04/07/2024 | 3,85% | 0,37 CHF | 0,38 CHF | 95 844 | 50 000 | 96 217 | 50 000 | 34 826 CHF | 18 810 CHF | 100,00% | 100,00% |
03/07/2024 | 3,45% | 0,35 CHF | 0,36 CHF | 99 623 | 50 000 | 99 080 | 50 000 | 34 461 CHF | 18 003 CHF | 99,82% | 99,82% |