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 | 2,94% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 150 307 | 50 000 | 50 365 CHF | 17 255 CHF | 100,00% | 100,00% |
15/07/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 151 183 | 50 000 | 149 517 | 50 000 | 48 335 CHF | 16 663 CHF | 99,72% | 99,72% |
12/07/2024 | 3,20% | 0,32 CHF | 0,33 CHF | 149 782 | 50 000 | 149 080 | 50 000 | 45 812 CHF | 15 865 CHF | 99,01% | 99,01% |
11/07/2024 | 3,66% | 0,28 CHF | 0,29 CHF | 147 054 | 50 000 | 146 121 | 50 000 | 39 258 CHF | 13 932 CHF | 99,08% | 99,08% |
10/07/2024 | 3,57% | 0,27 CHF | 0,28 CHF | 147 121 | 50 000 | 146 863 | 50 000 | 40 438 CHF | 14 267 CHF | 100,00% | 100,00% |
09/07/2024 | 3,47% | 0,27 CHF | 0,28 CHF | 146 237 | 50 000 | 147 498 | 50 000 | 41 778 CHF | 14 661 CHF | 100,00% | 100,00% |
08/07/2024 | 3,84% | 0,27 CHF | 0,28 CHF | 146 011 | 50 000 | 144 743 | 50 000 | 36 976 CHF | 13 272 CHF | 100,00% | 100,00% |
05/07/2024 | 4,17% | 0,25 CHF | 0,26 CHF | 144 685 | 50 000 | 143 918 | 50 000 | 33 806 CHF | 12 244 CHF | 98,28% | 98,28% |
04/07/2024 | 3,98% | 0,24 CHF | 0,25 CHF | 144 753 | 50 000 | 145 119 | 50 000 | 35 778 CHF | 12 826 CHF | 100,00% | 100,00% |
03/07/2024 | 3,96% | 0,26 CHF | 0,27 CHF | 146 390 | 50 000 | 145 647 | 50 000 | 36 136 CHF | 12 904 CHF | 100,00% | 100,00% |