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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 2,79% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 112 CHF | 54 612 CHF | 98,86% | 98,86% |
16/07/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 51 485 CHF | 52 985 CHF | 99,39% | 99,39% |
15/07/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 734 CHF | 57 234 CHF | 99,38% | 99,38% |
12/07/2024 | 2,65% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 772 CHF | 57 272 CHF | 99,08% | 99,08% |
11/07/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 835 CHF | 56 335 CHF | 92,86% | 92,86% |
10/07/2024 | 2,59% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 142 488 | 142 488 | 54 216 CHF | 55 641 CHF | 95,47% | 95,47% |
09/07/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 137 949 | 137 949 | 54 365 CHF | 55 744 CHF | 99,06% | 99,06% |
08/07/2024 | 2,74% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 539 | 150 539 | 54 181 CHF | 55 687 CHF | 99,24% | 99,24% |
05/07/2024 | 2,91% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 157 954 | 157 954 | 53 494 CHF | 55 074 CHF | 96,23% | 96,23% |
04/07/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 428 CHF | 58 678 CHF | 99,39% | 99,39% |