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 | 2,47% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 129 838 | 50 000 | 51 932 CHF | 20 500 CHF | 100,00% | 100,00% |
15/07/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 125 358 | 50 000 | 51 682 CHF | 21 147 CHF | 99,72% | 99,72% |
12/07/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 51 492 CHF | 21 955 CHF | 99,01% | 99,01% |
11/07/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 110 093 | 50 000 | 51 740 CHF | 23 999 CHF | 99,09% | 99,09% |
10/07/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 51 085 CHF | 23 721 CHF | 100,00% | 100,00% |
09/07/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 115 736 | 50 000 | 52 707 CHF | 23 284 CHF | 100,00% | 100,00% |
08/07/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 53 303 CHF | 24 729 CHF | 100,00% | 100,00% |
05/07/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 101 176 | 50 000 | 51 124 CHF | 25 774 CHF | 98,98% | 98,98% |
04/07/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 105 714 | 50 000 | 52 139 CHF | 25 174 CHF | 100,00% | 100,00% |
03/07/2024 | 2,01% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 104 936 | 50 000 | 51 618 CHF | 25 114 CHF | 100,00% | 100,00% |