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 | 3,92% | 0,56 CHF | 0,58 CHF | 100 000 | 100 000 | 99 181 | 99 181 | 50 434 CHF | 52 434 CHF | 100,00% | 100,00% |
15/07/2024 | 3,67% | 0,50 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 630 CHF | 55 630 CHF | 100,00% | 100,00% |
12/07/2024 | 3,74% | 0,56 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 579 CHF | 54 579 CHF | 99,99% | 99,99% |
11/07/2024 | 3,43% | 0,52 CHF | 0,54 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 53 325 CHF | 55 193 CHF | 99,98% | 99,98% |
10/07/2024 | 3,44% | 0,44 CHF | 0,45 CHF | 110 000 | 110 000 | 110 111 | 110 111 | 47 144 CHF | 48 795 CHF | 100,00% | 100,00% |
09/07/2024 | 3,44% | 0,40 CHF | 0,42 CHF | 110 000 | 110 000 | 109 741 | 109 741 | 47 266 CHF | 48 916 CHF | 99,56% | 99,56% |
08/07/2024 | 3,37% | 0,43 CHF | 0,45 CHF | 110 000 | 110 000 | 109 815 | 109 815 | 48 183 CHF | 49 833 CHF | 99,27% | 99,27% |
05/07/2024 | 3,18% | 0,45 CHF | 0,46 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 52 016 CHF | 53 696 CHF | 100,00% | 100,00% |
04/07/2024 | 3,22% | 0,47 CHF | 0,48 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 50 361 CHF | 52 011 CHF | 99,54% | 99,54% |
03/07/2024 | 3,34% | 0,44 CHF | 0,46 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 53 033 CHF | 54 833 CHF | 100,00% | 100,00% |