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 | 2,23% | 0,46 CHF | 0,47 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 57 775 CHF | 59 075 CHF | 99,98% | 99,98% |
15/07/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 61 012 CHF | 62 312 CHF | 100,00% | 100,00% |
12/07/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 60 895 CHF | 62 195 CHF | 100,00% | 100,00% |
11/07/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 130 000 | 130 000 | 129 919 | 129 919 | 58 142 CHF | 59 442 CHF | 100,00% | 100,00% |
10/07/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 130 000 | 130 000 | 131 477 | 131 477 | 55 435 CHF | 56 749 CHF | 100,00% | 100,00% |
09/07/2024 | 2,40% | 0,39 CHF | 0,40 CHF | 140 000 | 140 000 | 134 764 | 134 764 | 55 554 CHF | 56 902 CHF | 100,00% | 100,00% |
08/07/2024 | 2,02% | 0,46 CHF | 0,47 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 63 661 CHF | 64 961 CHF | 99,99% | 99,99% |
05/07/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 61 696 CHF | 62 996 CHF | 100,00% | 100,00% |
04/07/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 62 252 CHF | 63 552 CHF | 100,00% | 100,00% |
03/07/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 130 000 | 130 000 | 130 129 | 130 129 | 55 969 CHF | 57 270 CHF | 100,00% | 100,00% |