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 | 2,72% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 149 993 | 149 993 | 54 456 CHF | 55 956 CHF | 98,85% | 98,85% |
16/07/2024 | 2,39% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 786 | 125 785 | 52 002 CHF | 53 260 CHF | 99,39% | 99,39% |
15/07/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 068 CHF | 56 318 CHF | 99,39% | 99,39% |
12/07/2024 | 2,38% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 908 | 125 908 | 52 282 CHF | 53 541 CHF | 99,08% | 99,08% |
11/07/2024 | 2,69% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 085 CHF | 56 585 CHF | 98,53% | 98,53% |
10/07/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 154 522 | 154 522 | 53 127 CHF | 54 672 CHF | 95,49% | 95,49% |
09/07/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 167 241 | 167 241 | 55 550 CHF | 57 223 CHF | 99,05% | 99,05% |
08/07/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 260 | 150 260 | 51 841 CHF | 53 344 CHF | 99,24% | 99,24% |
05/07/2024 | 2,72% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 486 CHF | 55 986 CHF | 99,39% | 99,39% |
04/07/2024 | 2,74% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 959 CHF | 55 459 CHF | 99,39% | 99,39% |