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 | 2,46% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 130 202 | 130 201 | 52 251 CHF | 53 552 CHF | 100,00% | 100,00% |
15/07/2024 | 2,14% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 904 CHF | 59 154 CHF | 100,00% | 100,00% |
12/07/2024 | 2,30% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 127 501 | 127 502 | 54 751 CHF | 56 026 CHF | 98,39% | 98,39% |
11/07/2024 | 2,67% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 515 CHF | 57 015 CHF | 98,57% | 98,57% |
10/07/2024 | 2,71% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 562 CHF | 56 062 CHF | 99,80% | 99,80% |
09/07/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 144 005 | 144 006 | 55 749 CHF | 57 189 CHF | 100,00% | 100,00% |
08/07/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 135 452 | 135 450 | 53 738 CHF | 55 092 CHF | 98,99% | 98,99% |
05/07/2024 | 2,33% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 126 304 | 126 303 | 53 627 CHF | 54 890 CHF | 100,00% | 100,00% |
04/07/2024 | 2,53% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 146 712 | 146 712 | 57 131 CHF | 58 598 CHF | 98,16% | 98,16% |
03/07/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 141 930 | 141 931 | 54 766 CHF | 56 186 CHF | 100,00% | 100,00% |