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 | 2,51% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 143 380 | 143 380 | 56 399 CHF | 57 833 CHF | 99,08% | 99,08% |
15/07/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 57 060 CHF | 58 560 CHF | 99,05% | 99,05% |
12/07/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 798 CHF | 58 298 CHF | 98,80% | 98,80% |
11/07/2024 | 2,85% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 156 816 | 156 816 | 54 343 CHF | 55 911 CHF | 98,18% | 98,18% |
10/07/2024 | 2,89% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 154 278 | 154 278 | 52 670 CHF | 54 213 CHF | 95,16% | 95,16% |
09/07/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 175 000 | 175 000 | 155 444 | 155 444 | 53 496 CHF | 55 050 CHF | 98,67% | 98,67% |
08/07/2024 | 2,74% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 076 CHF | 55 576 CHF | 98,59% | 98,59% |
05/07/2024 | 2,75% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 799 CHF | 55 299 CHF | 99,18% | 99,18% |
04/07/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 068 CHF | 56 568 CHF | 99,18% | 99,18% |
03/07/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 52 486 CHF | 53 986 CHF | 98,42% | 98,42% |