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 | 1,91% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 100 213 | 50 000 | 51 934 CHF | 26 415 CHF | 100,00% | 100,00% |
15/07/2024 | 2,02% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 104 943 | 50 000 | 51 443 CHF | 25 041 CHF | 98,72% | 98,72% |
12/07/2024 | 1,91% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 101 577 | 50 000 | 52 596 CHF | 26 421 CHF | 99,38% | 99,38% |
11/07/2024 | 1,79% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 94 845 | 75 000 | 52 500 CHF | 42 314 CHF | 99,15% | 99,15% |
10/07/2024 | 1,64% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 89 740 | 75 000 | 54 173 CHF | 46 031 CHF | 100,00% | 100,00% |
09/07/2024 | 1,76% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 93 885 | 75 000 | 52 751 CHF | 42 948 CHF | 100,00% | 100,00% |
08/07/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 99 317 | 50 000 | 54 331 CHF | 27 857 CHF | 100,00% | 100,00% |
05/07/2024 | 2,07% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 108 134 | 50 000 | 51 740 CHF | 24 460 CHF | 99,62% | 99,62% |
04/07/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 548 CHF | 26 274 CHF | 100,00% | 100,00% |
03/07/2024 | 1,83% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 98 760 | 75 000 | 53 354 CHF | 41 286 CHF | 99,73% | 99,73% |