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 | 1,98% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 106 511 | 106 511 | 53 219 CHF | 54 284 CHF | 100,00% | 100,00% |
15/07/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 122 870 | 122 872 | 59 052 CHF | 60 282 CHF | 100,00% | 100,00% |
12/07/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 115 750 | 115 747 | 56 429 CHF | 57 585 CHF | 98,47% | 98,47% |
11/07/2024 | 2,10% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 123 915 | 123 914 | 58 533 CHF | 59 772 CHF | 99,88% | 99,88% |
10/07/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 038 CHF | 59 038 CHF | 99,77% | 99,77% |
09/07/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 796 CHF | 58 796 CHF | 100,00% | 100,00% |
08/07/2024 | 1,88% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 664 CHF | 53 664 CHF | 98,98% | 98,98% |
05/07/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 120 607 | 120 605 | 58 485 CHF | 59 691 CHF | 100,00% | 100,00% |
04/07/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 108 984 | 108 984 | 53 719 CHF | 54 809 CHF | 98,15% | 98,15% |
03/07/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 103 114 | 103 113 | 52 207 CHF | 53 237 CHF | 100,00% | 100,00% |