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 | 2,54% | 0,73 CHF | 0,75 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 26 944 CHF | 27 637 CHF | 100,00% | 100,00% |
15/07/2024 | 1,94% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 102 220 | 75 000 | 52 147 CHF | 39 045 CHF | 99,61% | 99,61% |
12/07/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 290 CHF | 39 218 CHF | 99,01% | 99,01% |
11/07/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 328 CHF | 39 996 CHF | 93,88% | 93,88% |
10/07/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 109 255 | 75 000 | 52 906 CHF | 37 081 CHF | 100,00% | 100,00% |
09/07/2024 | 1,82% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 98 590 | 75 000 | 53 607 CHF | 41 550 CHF | 100,00% | 100,00% |
08/07/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 93 828 | 75 000 | 52 578 CHF | 42 829 CHF | 97,53% | 97,53% |
05/07/2024 | 1,79% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 95 445 | 75 000 | 52 669 CHF | 42 189 CHF | 98,69% | 98,69% |
04/07/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 97 490 | 75 000 | 53 495 CHF | 41 925 CHF | 87,44% | 87,44% |
03/07/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 53 193 CHF | 40 644 CHF | 99,95% | 99,95% |