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 | 2,80% | 0,65 CHF | 0,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 729 CHF | 15 147 CHF | 100,00% | 100,00% |
15/07/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 95 156 | 50 000 | 51 953 CHF | 27 840 CHF | 99,72% | 99,72% |
12/07/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 911 | 50 000 | 51 225 CHF | 28 680 CHF | 99,01% | 99,01% |
11/07/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 404 CHF | 29 613 CHF | 99,08% | 99,08% |
10/07/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 96 497 | 50 000 | 52 632 CHF | 27 797 CHF | 100,00% | 100,00% |
09/07/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 109 833 | 50 000 | 100 196 | 50 000 | 51 596 CHF | 26 250 CHF | 71,53% | 71,53% |
08/07/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 96 529 | 50 000 | 52 527 CHF | 27 742 CHF | 100,00% | 100,00% |
05/07/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 078 CHF | 26 539 CHF | 98,86% | 98,86% |
04/07/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 879 | 50 000 | 51 705 CHF | 26 137 CHF | 100,00% | 100,00% |
03/07/2024 | 2,12% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 110 430 | 50 000 | 51 484 CHF | 23 814 CHF | 69,78% | 69,78% |