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 | 2,85% | 0,28 CHF | 0,29 CHF | 180 000 | 60 000 | 148 652 | 38 102 | 51 477 CHF | 13 443 CHF | 80,19% | 80,19% |
15/07/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 150 000 | 60 000 | 147 798 | 36 563 | 51 527 CHF | 13 187 CHF | 98,98% | 98,98% |
12/07/2024 | 2,29% | 0,38 CHF | 0,39 CHF | 140 000 | 60 000 | 121 315 | 37 857 | 52 488 CHF | 16 546 CHF | 82,69% | 82,69% |
11/07/2024 | 2,21% | 0,43 CHF | 0,44 CHF | 120 000 | 60 000 | 114 984 | 36 549 | 51 542 CHF | 16 725 CHF | 99,21% | 99,21% |
10/07/2024 | 1,96% | 0,48 CHF | 0,49 CHF | 110 000 | 60 000 | 101 936 | 36 522 | 51 603 CHF | 18 698 CHF | 99,61% | 99,61% |
09/07/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 90 000 | 60 000 | 97 630 | 36 518 | 53 658 CHF | 20 499 CHF | 99,67% | 99,67% |
08/07/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 90 000 | 60 000 | 92 317 | 36 518 | 51 753 CHF | 20 861 CHF | 99,67% | 99,67% |
05/07/2024 | 1,88% | 0,50 CHF | 0,51 CHF | 100 000 | 60 000 | 100 198 | 38 979 | 52 830 CHF | 20 807 CHF | 72,35% | 72,35% |
04/07/2024 | 1,76% | 0,55 CHF | 0,56 CHF | 100 000 | 30 000 | 92 324 | 30 000 | 52 050 CHF | 17 226 CHF | 99,16% | 99,16% |
03/07/2024 | 1,54% | 0,56 CHF | 0,57 CHF | 90 000 | 60 000 | 82 135 | 36 443 | 52 869 CHF | 23 509 CHF | 99,35% | 99,35% |