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 | 2,36% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 92 537 | 75 000 | 52 307 CHF | 43 439 CHF | 100,00% | 100,00% |
15/07/2024 | 2,45% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 93 180 | 75 000 | 52 752 CHF | 43 575 CHF | 98,73% | 98,73% |
12/07/2024 | 4,51% | 0,54 CHF | 0,57 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 21 173 CHF | 22 148 CHF | 99,38% | 99,38% |
11/07/2024 | 4,99% | 0,56 CHF | 0,58 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 18 858 CHF | 19 818 CHF | 99,08% | 99,08% |
10/07/2024 | 7,25% | 0,19 CHF | 0,20 CHF | 140 867 | 75 000 | 142 156 | 75 000 | 31 516 CHF | 17 868 CHF | 100,00% | 100,00% |
09/07/2024 | 6,02% | 0,23 CHF | 0,24 CHF | 142 430 | 75 000 | 143 054 | 75 000 | 34 641 CHF | 19 281 CHF | 100,00% | 100,00% |
08/07/2024 | 5,78% | 0,30 CHF | 0,31 CHF | 145 348 | 75 000 | 143 939 | 75 000 | 38 782 CHF | 21 406 CHF | 100,00% | 100,00% |
05/07/2024 | 4,78% | 0,31 CHF | 0,32 CHF | 146 031 | 75 000 | 145 754 | 75 000 | 43 688 CHF | 23 580 CHF | 98,00% | 98,00% |
04/07/2024 | 4,98% | 0,30 CHF | 0,32 CHF | 146 006 | 75 000 | 145 936 | 75 000 | 43 167 CHF | 23 318 CHF | 100,00% | 100,00% |
03/07/2024 | 4,24% | 0,30 CHF | 0,31 CHF | 146 106 | 75 000 | 147 320 | 75 000 | 46 918 CHF | 24 920 CHF | 99,73% | 99,73% |