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 | 1,83% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 132 CHF | 55 132 CHF | 100,00% | 100,00% |
15/07/2024 | 1,84% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 981 CHF | 54 981 CHF | 100,00% | 100,00% |
12/07/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 102 | 100 102 | 53 144 CHF | 54 145 CHF | 99,77% | 99,77% |
11/07/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 108 923 | 108 923 | 53 548 CHF | 54 637 CHF | 100,00% | 100,00% |
10/07/2024 | 2,23% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 503 CHF | 56 753 CHF | 94,69% | 94,69% |
09/07/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 822 CHF | 56 072 CHF | 99,67% | 99,67% |
08/07/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 067 CHF | 55 317 CHF | 100,00% | 100,00% |
05/07/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 954 CHF | 55 204 CHF | 100,00% | 100,00% |
04/07/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 484 CHF | 54 734 CHF | 100,00% | 100,00% |
03/07/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 861 CHF | 54 111 CHF | 99,32% | 99,32% |