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 | 2,16% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 111 541 | 75 000 | 51 811 CHF | 35 619 CHF | 94,35% | 94,35% |
15/07/2024 | 2,01% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 103 643 | 75 000 | 52 247 CHF | 38 628 CHF | 95,47% | 95,47% |
12/07/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 108 816 | 75 000 | 52 901 CHF | 37 239 CHF | 98,90% | 98,90% |
11/07/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 876 CHF | 39 664 CHF | 94,10% | 94,10% |
10/07/2024 | 2,02% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 106 933 | 75 000 | 52 311 CHF | 37 466 CHF | 100,00% | 100,00% |
09/07/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 110 586 | 75 000 | 51 821 CHF | 35 903 CHF | 100,00% | 100,00% |
08/07/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 857 | 75 000 | 51 843 CHF | 35 839 CHF | 83,70% | 83,70% |
05/07/2024 | 2,40% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 125 588 | 75 000 | 51 726 CHF | 31 662 CHF | 98,86% | 98,86% |
04/07/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 127 663 | 75 000 | 52 197 CHF | 31 431 CHF | 99,19% | 99,19% |
03/07/2024 | 2,74% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 142 343 | 75 000 | 51 284 CHF | 27 816 CHF | 99,81% | 99,81% |