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 | 2,77% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 110 410 | 75 000 | 53 011 CHF | 37 074 CHF | 100,00% | 100,00% |
15/07/2024 | 2,90% | 0,46 CHF | 0,48 CHF | 110 000 | 75 000 | 108 340 | 75 000 | 51 786 CHF | 36 980 CHF | 98,73% | 98,73% |
12/07/2024 | 5,37% | 0,50 CHF | 0,52 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 17 827 CHF | 18 805 CHF | 99,38% | 99,38% |
11/07/2024 | 4,77% | 0,48 CHF | 0,51 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 20 150 CHF | 21 131 CHF | 98,53% | 98,53% |
10/07/2024 | 1,93% | 0,86 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 127 CHF | 63 334 CHF | 100,00% | 100,00% |
09/07/2024 | 1,74% | 0,82 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 697 CHF | 61 760 CHF | 100,00% | 100,00% |
08/07/2024 | 1,94% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 626 CHF | 59 772 CHF | 100,00% | 100,00% |
05/07/2024 | 1,91% | 0,74 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 547 CHF | 57 636 CHF | 99,62% | 99,62% |
04/07/2024 | 2,10% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 690 CHF | 57 894 CHF | 100,00% | 100,00% |
03/07/2024 | 2,32% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 75 002 | 75 000 | 55 043 CHF | 56 332 CHF | 99,73% | 99,73% |