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 | 3,98% | 0,60 CHF | 0,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 124 CHF | 14 698 CHF | 99,52% | 99,52% |
15/07/2024 | 4,08% | 0,54 CHF | 0,56 CHF | 25 000 | 25 000 | 29 111 | 26 377 | 15 656 CHF | 14 747 CHF | 98,73% | 98,73% |
12/07/2024 | 2,45% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 101 905 | 50 000 | 51 232 CHF | 25 785 CHF | 99,38% | 99,38% |
11/07/2024 | 2,47% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 99 774 | 50 000 | 52 685 CHF | 27 067 CHF | 98,83% | 98,83% |
10/07/2024 | 2,72% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 106 205 | 50 000 | 52 372 CHF | 25 373 CHF | 100,00% | 100,00% |
09/07/2024 | 2,40% | 0,52 CHF | 0,54 CHF | 100 000 | 50 000 | 96 052 | 50 000 | 52 387 CHF | 27 973 CHF | 99,99% | 99,99% |
08/07/2024 | 2,34% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 99 869 | 50 000 | 52 227 CHF | 26 769 CHF | 100,00% | 100,00% |
05/07/2024 | 2,30% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 038 | 50 000 | 52 142 CHF | 26 670 CHF | 57,37% | 57,37% |
04/07/2024 | 2,53% | 0,48 CHF | 0,50 CHF | 110 000 | 50 000 | 101 520 | 50 000 | 51 634 CHF | 26 119 CHF | 71,69% | 71,69% |
03/07/2024 | 2,44% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 102 201 | 50 000 | 51 501 CHF | 25 838 CHF | 66,98% | 66,98% |