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 | 4,08% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 100 001 | 50 000 | 51 604 CHF | 26 876 CHF | 80,54% | 80,54% |
15/07/2024 | 3,55% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 90 937 | 50 000 | 53 794 CHF | 30 673 CHF | 98,52% | 98,52% |
12/07/2024 | 3,59% | 0,61 CHF | 0,63 CHF | 90 000 | 50 000 | 90 079 | 50 000 | 53 192 CHF | 30 606 CHF | 94,00% | 94,00% |
11/07/2024 | 3,47% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 89 955 | 50 000 | 54 420 CHF | 31 316 CHF | 85,37% | 85,37% |
10/07/2024 | 3,68% | 0,59 CHF | 0,61 CHF | 90 000 | 50 000 | 90 299 | 50 000 | 52 167 CHF | 29 973 CHF | 90,92% | 90,92% |
09/07/2024 | 3,46% | 0,62 CHF | 0,64 CHF | 90 000 | 50 000 | 87 246 | 50 000 | 54 109 CHF | 32 119 CHF | 98,72% | 98,72% |
08/07/2024 | 3,67% | 0,56 CHF | 0,58 CHF | 90 000 | 50 000 | 93 594 | 50 000 | 52 401 CHF | 29 065 CHF | 99,73% | 99,73% |
05/07/2024 | 3,86% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 94 971 | 50 000 | 52 366 CHF | 28 680 CHF | 99,51% | 99,51% |
04/07/2024 | 3,83% | 0,57 CHF | 0,60 CHF | 90 000 | 50 000 | 91 355 | 50 000 | 51 809 CHF | 29 476 CHF | 98,35% | 98,35% |
03/07/2024 | 3,77% | 0,57 CHF | 0,59 CHF | 90 000 | 50 000 | 93 359 | 50 000 | 52 011 CHF | 28 954 CHF | 99,73% | 99,73% |