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 | 3,60% | 0,40 CHF | 0,41 CHF | 200 000 | 200 000 | 95 054 | 95 054 | 39 367 CHF | 40 676 CHF | 99,89% | 99,89% |
15/07/2024 | 3,43% | 0,46 CHF | 0,47 CHF | 190 000 | 190 000 | 93 568 | 93 568 | 41 274 CHF | 42 564 CHF | 99,06% | 99,06% |
12/07/2024 | 4,44% | 0,44 CHF | 0,45 CHF | 190 000 | 190 000 | 96 423 | 96 423 | 35 596 CHF | 36 934 CHF | 100,00% | 100,00% |
11/07/2024 | 3,49% | 0,38 CHF | 0,39 CHF | 200 000 | 200 000 | 94 027 | 94 027 | 40 284 CHF | 41 585 CHF | 99,99% | 99,99% |
10/07/2024 | 3,48% | 0,44 CHF | 0,45 CHF | 190 000 | 190 000 | 93 152 | 93 152 | 40 489 CHF | 41 778 CHF | 100,00% | 100,00% |
09/07/2024 | 3,24% | 0,38 CHF | 0,39 CHF | 200 000 | 200 000 | 95 319 | 95 319 | 42 120 CHF | 43 428 CHF | 98,82% | 98,82% |
08/07/2024 | 5,30% | 0,34 CHF | 0,35 CHF | 200 000 | 200 000 | 97 420 | 97 420 | 30 168 CHF | 31 523 CHF | 100,00% | 100,00% |
05/07/2024 | 9,63% | 0,21 CHF | 0,22 CHF | 210 000 | 210 000 | 103 016 | 103 016 | 16 234 CHF | 17 657 CHF | 98,96% | 98,96% |
04/07/2024 | 9,72% | 0,15 CHF | 0,16 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 11 028 CHF | 12 163 CHF | 99,44% | 99,44% |
03/07/2024 | 10,58% | 0,14 CHF | 0,15 CHF | 210 000 | 210 000 | 103 139 | 103 139 | 14 102 CHF | 15 530 CHF | 99,64% | 99,64% |