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 | 2,57% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 136 568 | 75 000 | 52 445 CHF | 29 569 CHF | 100,00% | 100,00% |
15/07/2024 | 2,67% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 140 000 | 75 000 | 51 772 CHF | 28 485 CHF | 98,02% | 98,02% |
12/07/2024 | 2,74% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 141 118 | 75 000 | 50 707 CHF | 27 705 CHF | 99,01% | 99,01% |
11/07/2024 | 2,90% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 150 665 | 75 000 | 51 237 CHF | 26 272 CHF | 99,08% | 99,08% |
10/07/2024 | 3,07% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 160 034 | 75 000 | 51 280 CHF | 24 783 CHF | 100,00% | 100,00% |
09/07/2024 | 3,30% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 172 090 | 75 000 | 51 353 CHF | 23 139 CHF | 100,00% | 100,00% |
08/07/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 181 395 | 75 000 | 50 776 CHF | 21 750 CHF | 100,00% | 100,00% |
05/07/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 180 730 | 75 000 | 50 466 CHF | 21 695 CHF | 98,98% | 98,98% |
04/07/2024 | 3,56% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 183 825 | 75 000 | 50 744 CHF | 21 463 CHF | 100,00% | 100,00% |
03/07/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 189 978 | 75 000 | 51 298 CHF | 21 002 CHF | 100,00% | 100,00% |