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 | 2,04% | 0,66 CHF | 0,68 CHF | 80 000 | 75 000 | 79 447 | 75 000 | 53 936 CHF | 51 989 CHF | 100,00% | 100,00% |
15/07/2024 | 2,24% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 904 | 75 000 | 54 411 CHF | 52 228 CHF | 98,73% | 98,73% |
12/07/2024 | 3,77% | 0,66 CHF | 0,68 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 25 445 CHF | 26 423 CHF | 99,38% | 99,38% |
11/07/2024 | 4,17% | 0,67 CHF | 0,70 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 23 118 CHF | 24 100 CHF | 98,53% | 98,53% |
10/07/2024 | 4,69% | 0,30 CHF | 0,32 CHF | 140 940 | 75 000 | 141 825 | 75 000 | 47 590 CHF | 26 373 CHF | 100,00% | 100,00% |
09/07/2024 | 4,27% | 0,34 CHF | 0,36 CHF | 142 444 | 75 000 | 141 095 | 75 000 | 50 290 CHF | 27 910 CHF | 100,00% | 100,00% |
08/07/2024 | 4,09% | 0,41 CHF | 0,43 CHF | 130 000 | 75 000 | 135 231 | 75 000 | 51 799 CHF | 29 955 CHF | 100,00% | 100,00% |
05/07/2024 | 3,68% | 0,42 CHF | 0,44 CHF | 120 000 | 75 000 | 125 155 | 75 000 | 51 836 CHF | 32 253 CHF | 99,62% | 99,62% |
04/07/2024 | 3,56% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 126 054 | 75 000 | 51 748 CHF | 31 933 CHF | 100,00% | 100,00% |
03/07/2024 | 3,68% | 0,41 CHF | 0,43 CHF | 130 000 | 75 000 | 120 162 | 75 000 | 51 939 CHF | 33 634 CHF | 99,73% | 99,73% |