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 | 2,49% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 083 CHF | 29 664 CHF | 100,00% | 100,00% |
15/07/2024 | 2,55% | 0,56 CHF | 0,58 CHF | 90 000 | 50 000 | 91 899 | 50 000 | 51 487 CHF | 28 759 CHF | 98,73% | 98,73% |
12/07/2024 | 3,73% | 0,53 CHF | 0,55 CHF | 25 000 | 25 000 | 25 789 | 25 263 | 13 477 CHF | 13 714 CHF | 66,48% | 66,48% |
11/07/2024 | 2,89% | 0,39 CHF | 0,40 CHF | 112 520 | 50 000 | 115 110 | 50 000 | 40 146 CHF | 17 957 CHF | 99,16% | 99,16% |
10/07/2024 | 3,04% | 0,34 CHF | 0,35 CHF | 115 652 | 50 000 | 116 182 | 50 000 | 38 368 CHF | 17 023 CHF | 100,00% | 100,00% |
09/07/2024 | 3,83% | 0,33 CHF | 0,35 CHF | 115 881 | 50 000 | 115 166 | 50 000 | 40 145 CHF | 18 110 CHF | 100,00% | 100,00% |
08/07/2024 | 3,00% | 0,35 CHF | 0,37 CHF | 114 890 | 50 000 | 115 114 | 50 000 | 40 037 CHF | 17 920 CHF | 100,00% | 100,00% |
05/07/2024 | 3,31% | 0,34 CHF | 0,35 CHF | 115 583 | 50 000 | 114 481 | 50 000 | 41 888 CHF | 18 913 CHF | 99,62% | 99,62% |
04/07/2024 | 2,90% | 0,36 CHF | 0,37 CHF | 115 148 | 50 000 | 115 729 | 50 000 | 40 514 CHF | 18 018 CHF | 100,00% | 100,00% |
03/07/2024 | 3,30% | 0,35 CHF | 0,36 CHF | 115 858 | 50 000 | 116 270 | 50 000 | 39 788 CHF | 17 686 CHF | 99,73% | 99,73% |