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 | 1,97% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 108 312 | 108 312 | 54 463 CHF | 55 546 CHF | 100,00% | 100,00% |
15/07/2024 | 1,85% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 621 CHF | 54 621 CHF | 100,00% | 100,00% |
12/07/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 446 CHF | 53 446 CHF | 98,42% | 98,42% |
11/07/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 126 | 100 128 | 52 092 CHF | 53 094 CHF | 98,27% | 98,27% |
10/07/2024 | 2,22% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 629 CHF | 56 879 CHF | 99,77% | 99,77% |
09/07/2024 | 2,24% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 310 CHF | 56 560 CHF | 100,00% | 100,00% |
08/07/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 853 CHF | 56 103 CHF | 98,98% | 98,98% |
05/07/2024 | 2,31% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 608 CHF | 54 858 CHF | 100,00% | 100,00% |
04/07/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 185 | 125 187 | 54 100 CHF | 55 353 CHF | 98,15% | 98,15% |
03/07/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 145 302 | 145 300 | 55 865 CHF | 57 317 CHF | 100,00% | 100,00% |