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 | 2,41% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 128 021 | 75 000 | 52 534 CHF | 31 539 CHF | 100,00% | 100,00% |
15/07/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 130 209 | 75 000 | 51 388 CHF | 30 351 CHF | 99,72% | 99,72% |
12/07/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 133 707 | 75 000 | 51 622 CHF | 29 720 CHF | 99,01% | 99,01% |
11/07/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 140 324 | 75 000 | 51 703 CHF | 28 391 CHF | 99,09% | 99,09% |
10/07/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 149 874 | 75 000 | 52 233 CHF | 26 889 CHF | 100,00% | 100,00% |
09/07/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 160 588 | 75 000 | 52 302 CHF | 25 181 CHF | 100,00% | 100,00% |
08/07/2024 | 3,25% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 170 000 | 75 000 | 51 520 CHF | 23 479 CHF | 100,00% | 100,00% |
05/07/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 170 000 | 75 000 | 52 031 CHF | 23 705 CHF | 98,98% | 98,98% |
04/07/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 170 960 | 75 000 | 51 115 CHF | 23 178 CHF | 100,00% | 100,00% |
03/07/2024 | 3,28% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 170 370 | 75 000 | 51 044 CHF | 23 222 CHF | 100,00% | 100,00% |