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 | 1,94% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 162 | 50 000 | 51 079 CHF | 26 000 CHF | 100,00% | 100,00% |
15/07/2024 | 1,99% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 104 963 | 50 000 | 52 199 CHF | 25 399 CHF | 99,72% | 99,72% |
12/07/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 53 378 CHF | 24 763 CHF | 99,01% | 99,01% |
11/07/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 119 389 | 50 000 | 53 034 CHF | 22 715 CHF | 99,09% | 99,09% |
10/07/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 119 410 | 50 000 | 53 613 CHF | 22 952 CHF | 100,00% | 100,00% |
09/07/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 112 063 | 50 000 | 51 500 CHF | 23 489 CHF | 100,00% | 100,00% |
08/07/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 51 774 CHF | 22 072 CHF | 100,00% | 100,00% |
05/07/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 127 684 | 50 000 | 52 629 CHF | 21 116 CHF | 98,98% | 98,98% |
04/07/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 120 414 | 50 000 | 50 676 CHF | 21 544 CHF | 100,00% | 100,00% |
03/07/2024 | 2,33% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 120 278 | 50 000 | 50 991 CHF | 21 699 CHF | 100,00% | 100,00% |