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 | 3,82% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 155 981 | 75 000 | 52 032 CHF | 26 049 CHF | 66,66% | 66,66% |
15/07/2024 | 3,63% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 138 228 | 75 000 | 51 659 CHF | 29 141 CHF | 95,53% | 95,53% |
12/07/2024 | 3,39% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 138 096 | 75 000 | 52 403 CHF | 29 460 CHF | 91,67% | 91,67% |
11/07/2024 | 3,61% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 143 447 | 75 000 | 51 336 CHF | 27 851 CHF | 95,35% | 95,35% |
10/07/2024 | 3,83% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 164 935 | 75 000 | 51 924 CHF | 24 566 CHF | 99,58% | 99,58% |
09/07/2024 | 4,16% | 0,31 CHF | 0,33 CHF | 170 000 | 75 000 | 157 144 | 75 000 | 52 052 CHF | 25 928 CHF | 94,69% | 94,69% |
08/07/2024 | 3,75% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 157 170 | 75 000 | 52 182 CHF | 25 866 CHF | 97,93% | 97,93% |
05/07/2024 | 3,57% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 144 807 | 75 000 | 51 261 CHF | 27 553 CHF | 98,55% | 98,55% |
04/07/2024 | 3,93% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 157 005 | 100 000 | 51 905 CHF | 34 494 CHF | 99,99% | 99,99% |
03/07/2024 | 4,27% | 0,30 CHF | 0,32 CHF | 170 000 | 100 000 | 164 235 | 100 000 | 51 746 CHF | 32 903 CHF | 98,59% | 98,59% |