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 | 1,97% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 111 458 | 111 460 | 55 899 CHF | 57 014 CHF | 100,00% | 100,00% |
15/07/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 133 | 100 133 | 56 035 CHF | 57 037 CHF | 100,00% | 100,00% |
12/07/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 124 587 | 124 587 | 56 414 CHF | 57 660 CHF | 98,42% | 98,42% |
11/07/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 103 896 | 103 896 | 52 598 CHF | 53 637 CHF | 99,67% | 99,67% |
10/07/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 118 | 100 118 | 55 430 CHF | 56 431 CHF | 99,78% | 99,78% |
09/07/2024 | 2,03% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 118 102 | 118 105 | 57 642 CHF | 58 824 CHF | 100,00% | 100,00% |
08/07/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 112 443 | 112 443 | 55 967 CHF | 57 092 CHF | 98,99% | 98,99% |
05/07/2024 | 1,85% | 0,51 CHF | 0,52 CHF | 125 000 | 125 000 | 101 723 | 101 723 | 54 375 CHF | 55 392 CHF | 100,00% | 100,00% |
04/07/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 185 | 100 186 | 52 323 CHF | 53 326 CHF | 98,15% | 98,15% |
03/07/2024 | 2,22% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 125 779 | 125 781 | 56 229 CHF | 57 488 CHF | 100,00% | 100,00% |