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 | 4,51% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 154 672 | 45 413 | 42 996 CHF | 13 156 CHF | 97,80% | 97,80% |
15/07/2024 | 3,29% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 154 348 | 50 000 | 51 945 CHF | 17 410 CHF | 99,00% | 99,00% |
12/07/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 140 751 | 50 000 | 50 721 CHF | 18 538 CHF | 98,77% | 98,77% |
11/07/2024 | 2,81% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 139 522 | 50 000 | 52 353 CHF | 19 299 CHF | 99,09% | 99,09% |
10/07/2024 | 2,91% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 141 393 | 50 000 | 50 926 CHF | 18 545 CHF | 100,00% | 100,00% |
09/07/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 137 171 | 50 000 | 52 045 CHF | 19 544 CHF | 100,00% | 100,00% |
08/07/2024 | 2,66% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 130 627 | 50 000 | 51 998 CHF | 20 458 CHF | 100,00% | 100,00% |
05/07/2024 | 2,97% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 149 377 | 50 000 | 51 854 CHF | 17 912 CHF | 98,86% | 98,86% |
04/07/2024 | 3,31% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 160 782 | 50 000 | 52 159 CHF | 16 770 CHF | 100,00% | 100,00% |
03/07/2024 | 3,17% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 163 467 | 50 000 | 51 753 CHF | 16 347 CHF | 99,82% | 99,82% |