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 | 2,20% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 188 CHF | 57 438 CHF | 100,00% | 100,00% |
15/07/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 59 355 CHF | 60 605 CHF | 100,00% | 100,00% |
12/07/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 112 744 | 112 744 | 55 561 CHF | 56 688 CHF | 98,41% | 98,41% |
11/07/2024 | 2,09% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 121 695 | 121 695 | 57 507 CHF | 58 724 CHF | 99,49% | 99,49% |
10/07/2024 | 2,22% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 359 | 125 359 | 55 865 CHF | 57 119 CHF | 99,76% | 99,76% |
09/07/2024 | 2,54% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 148 437 | 148 440 | 57 617 CHF | 59 103 CHF | 100,00% | 100,00% |
08/07/2024 | 2,55% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 144 451 | 144 452 | 55 861 CHF | 57 306 CHF | 98,99% | 98,99% |
05/07/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 150 000 | 150 000 | 126 687 | 126 687 | 52 323 CHF | 53 590 CHF | 100,00% | 100,00% |
04/07/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 220 | 125 221 | 51 280 CHF | 52 532 CHF | 98,15% | 98,15% |
03/07/2024 | 2,62% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 148 711 | 148 711 | 56 073 CHF | 57 560 CHF | 100,00% | 100,00% |