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 | 2,59% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 130 138 | 75 000 | 51 338 CHF | 30 366 CHF | 100,00% | 100,00% |
15/07/2024 | 2,91% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 140 235 | 75 000 | 51 406 CHF | 28 341 CHF | 98,74% | 98,74% |
12/07/2024 | 2,56% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 133 242 | 75 000 | 51 311 CHF | 29 662 CHF | 99,38% | 99,38% |
11/07/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 129 583 | 75 000 | 52 092 CHF | 30 904 CHF | 99,14% | 99,14% |
10/07/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 124 311 | 75 000 | 51 590 CHF | 31 901 CHF | 99,38% | 99,38% |
09/07/2024 | 2,24% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 117 836 | 75 000 | 51 972 CHF | 33 855 CHF | 100,00% | 100,00% |
08/07/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 121 634 | 75 000 | 51 361 CHF | 32 432 CHF | 89,87% | 89,87% |
05/07/2024 | 2,43% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 128 182 | 75 000 | 52 042 CHF | 31 235 CHF | 99,62% | 99,62% |
04/07/2024 | 2,50% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 127 073 | 75 000 | 52 096 CHF | 31 553 CHF | 100,00% | 100,00% |
03/07/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 121 444 | 75 000 | 52 141 CHF | 32 990 CHF | 99,72% | 99,72% |