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 | 1,28% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 180 CHF | 58 930 CHF | 100,00% | 100,00% |
15/07/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 833 CHF | 56 583 CHF | 100,00% | 100,00% |
12/07/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 78 666 | 78 666 | 53 947 CHF | 54 734 CHF | 98,41% | 98,41% |
11/07/2024 | 2,62% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 143 664 | 143 664 | 54 044 CHF | 55 480 CHF | 93,69% | 93,69% |
10/07/2024 | 2,80% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 52 926 CHF | 54 426 CHF | 99,76% | 99,76% |
09/07/2024 | 2,58% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 149 633 | 149 632 | 57 355 CHF | 58 851 CHF | 100,00% | 100,00% |
08/07/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 144 511 | 144 512 | 54 999 CHF | 56 444 CHF | 98,97% | 98,97% |
05/07/2024 | 2,38% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 128 393 | 128 393 | 53 335 CHF | 54 619 CHF | 100,00% | 100,00% |
04/07/2024 | 2,53% | 0,41 CHF | 0,42 CHF | 150 000 | 150 000 | 149 083 | 149 083 | 58 160 CHF | 59 651 CHF | 98,16% | 98,16% |
03/07/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 144 698 | 144 699 | 54 880 CHF | 56 327 CHF | 100,00% | 100,00% |