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 | 2,52% | 0,40 CHF | 0,41 CHF | 130 000 | 130 000 | 129 015 | 129 015 | 51 227 CHF | 52 527 CHF | 100,00% | 100,00% |
15/07/2024 | 2,24% | 0,42 CHF | 0,43 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 57 364 CHF | 58 664 CHF | 99,97% | 99,97% |
12/07/2024 | 2,30% | 0,45 CHF | 0,46 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 55 887 CHF | 57 187 CHF | 100,00% | 100,00% |
11/07/2024 | 2,30% | 0,45 CHF | 0,46 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 56 016 CHF | 57 316 CHF | 99,99% | 99,99% |
10/07/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 56 769 CHF | 58 169 CHF | 100,00% | 100,00% |
09/07/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 130 000 | 130 000 | 129 713 | 129 713 | 53 786 CHF | 55 086 CHF | 100,00% | 100,00% |
08/07/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 130 000 | 130 000 | 129 782 | 129 782 | 56 864 CHF | 58 164 CHF | 99,99% | 99,99% |
05/07/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 57 386 CHF | 58 686 CHF | 99,81% | 99,81% |
04/07/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 63 052 CHF | 64 352 CHF | 99,49% | 99,49% |
03/07/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 60 549 CHF | 61 849 CHF | 99,78% | 99,78% |