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 | 2,97% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 158 091 | 75 000 | 52 384 CHF | 25 614 CHF | 100,00% | 100,00% |
15/07/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 161 831 | 75 000 | 51 456 CHF | 24 605 CHF | 99,72% | 99,72% |
12/07/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 170 000 | 75 000 | 52 092 CHF | 23 732 CHF | 99,01% | 99,01% |
11/07/2024 | 3,40% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 179 450 | 75 000 | 51 873 CHF | 22 439 CHF | 99,09% | 99,09% |
10/07/2024 | 3,64% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 190 116 | 75 000 | 51 288 CHF | 20 985 CHF | 91,41% | 91,41% |
09/07/2024 | 3,97% | 0,25 CHF | 0,26 CHF | 198 710 | 75 000 | 200 351 | 75 000 | 49 511 CHF | 19 285 CHF | 94,14% | 94,14% |
08/07/2024 | 4,37% | 0,23 CHF | 0,24 CHF | 202 765 | 75 000 | 202 659 | 75 000 | 45 363 CHF | 17 538 CHF | 100,00% | 100,00% |
05/07/2024 | 4,29% | 0,22 CHF | 0,23 CHF | 203 450 | 75 000 | 203 263 | 75 000 | 46 339 CHF | 17 849 CHF | 98,98% | 98,98% |
04/07/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 204 115 | 75 000 | 204 383 | 75 000 | 44 917 CHF | 17 233 CHF | 100,00% | 100,00% |
03/07/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 205 690 | 75 000 | 206 220 | 75 000 | 45 368 CHF | 17 250 CHF | 100,00% | 100,00% |