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 | 3,31% | 0,23 CHF | 0,24 CHF | 220 000 | 60 000 | 174 063 | 38 098 | 51 691 CHF | 11 562 CHF | 80,15% | 80,15% |
15/07/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 170 000 | 60 000 | 172 896 | 36 561 | 51 732 CHF | 11 380 CHF | 98,93% | 98,93% |
12/07/2024 | 2,58% | 0,33 CHF | 0,34 CHF | 160 000 | 60 000 | 135 032 | 37 853 | 51 644 CHF | 14 657 CHF | 82,65% | 82,65% |
11/07/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 140 000 | 60 000 | 131 272 | 36 547 | 52 314 CHF | 14 905 CHF | 99,14% | 99,14% |
10/07/2024 | 2,17% | 0,43 CHF | 0,44 CHF | 120 000 | 60 000 | 113 325 | 36 519 | 51 698 CHF | 16 870 CHF | 99,57% | 99,57% |
09/07/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 100 000 | 60 000 | 103 278 | 36 514 | 51 561 CHF | 18 654 CHF | 99,63% | 99,63% |
08/07/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 100 000 | 60 000 | 101 210 | 36 514 | 51 667 CHF | 19 023 CHF | 99,63% | 99,63% |
05/07/2024 | 2,08% | 0,44 CHF | 0,45 CHF | 120 000 | 60 000 | 110 770 | 38 976 | 52 679 CHF | 18 802 CHF | 72,31% | 72,31% |
04/07/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 100 000 | 30 000 | 100 884 | 30 000 | 51 741 CHF | 15 692 CHF | 94,75% | 94,75% |
03/07/2024 | 1,67% | 0,51 CHF | 0,52 CHF | 100 000 | 60 000 | 91 322 | 36 442 | 54 121 CHF | 21 648 CHF | 99,32% | 99,32% |