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 | 2,52% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 140 861 | 140 862 | 55 070 CHF | 56 479 CHF | 100,00% | 100,00% |
15/07/2024 | 2,38% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 125 135 | 125 137 | 51 914 CHF | 53 166 CHF | 100,00% | 100,00% |
12/07/2024 | 2,45% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 130 449 | 130 449 | 52 491 CHF | 53 796 CHF | 98,44% | 98,44% |
11/07/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 134 577 | 134 575 | 53 662 CHF | 55 007 CHF | 83,58% | 83,58% |
10/07/2024 | 2,84% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 52 224 CHF | 53 724 CHF | 99,77% | 99,77% |
09/07/2024 | 2,84% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 150 521 | 150 519 | 52 249 CHF | 53 754 CHF | 100,00% | 100,00% |
08/07/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 341 | 150 341 | 52 327 CHF | 53 831 CHF | 98,98% | 98,98% |
05/07/2024 | 2,91% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 154 584 | 154 584 | 52 348 CHF | 53 894 CHF | 100,00% | 100,00% |
04/07/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 155 233 | 154 864 | 52 516 CHF | 53 942 CHF | 98,16% | 98,16% |
03/07/2024 | 3,17% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 524 | 175 524 | 54 501 CHF | 56 256 CHF | 100,00% | 100,00% |