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 | 1,50% | 0,67 CHF | 0,68 CHF | 270 000 | 270 000 | 149 742 | 149 742 | 103 045 CHF | 104 557 CHF | 99,08% | 99,08% |
15/07/2024 | 1,52% | 0,71 CHF | 0,72 CHF | 290 000 | 290 000 | 162 093 | 162 093 | 109 632 CHF | 111 259 CHF | 98,88% | 98,88% |
12/07/2024 | 1,89% | 0,61 CHF | 0,62 CHF | 290 000 | 290 000 | 162 999 | 162 999 | 89 965 CHF | 91 602 CHF | 99,99% | 99,99% |
11/07/2024 | 1,70% | 0,51 CHF | 0,52 CHF | 290 000 | 290 000 | 160 913 | 160 913 | 96 208 CHF | 97 831 CHF | 100,00% | 100,00% |
10/07/2024 | 1,85% | 0,59 CHF | 0,60 CHF | 290 000 | 290 000 | 161 596 | 161 596 | 90 776 CHF | 92 400 CHF | 99,90% | 99,90% |
09/07/2024 | 1,97% | 0,52 CHF | 0,53 CHF | 300 000 | 300 000 | 163 715 | 163 715 | 85 834 CHF | 87 481 CHF | 99,43% | 99,43% |
08/07/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 300 000 | 300 000 | 163 446 | 163 446 | 81 499 CHF | 83 143 CHF | 100,00% | 100,00% |
05/07/2024 | 2,48% | 0,47 CHF | 0,48 CHF | 300 000 | 300 000 | 164 370 | 164 370 | 69 127 CHF | 70 776 CHF | 99,35% | 99,35% |
04/07/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 134 317 | 134 317 | 52 997 CHF | 54 340 CHF | 99,50% | 99,50% |
03/07/2024 | 2,72% | 0,39 CHF | 0,40 CHF | 310 000 | 310 000 | 171 962 | 171 962 | 64 764 CHF | 66 490 CHF | 99,36% | 99,36% |