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 | 2,49% | 0,42 CHF | 0,43 CHF | 190 000 | 190 000 | 198 933 | 198 933 | 79 083 CHF | 81 072 CHF | 99,98% | 99,98% |
15/07/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 92 217 CHF | 94 117 CHF | 100,00% | 100,00% |
12/07/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 88 757 CHF | 90 657 CHF | 100,00% | 100,00% |
11/07/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 200 000 | 200 000 | 199 865 | 199 865 | 79 906 CHF | 81 906 CHF | 100,00% | 100,00% |
10/07/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 78 082 CHF | 80 082 CHF | 100,00% | 100,00% |
09/07/2024 | 2,41% | 0,38 CHF | 0,39 CHF | 200 000 | 200 000 | 197 451 | 197 451 | 80 934 CHF | 82 909 CHF | 100,00% | 100,00% |
08/07/2024 | 2,21% | 0,43 CHF | 0,44 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 84 913 CHF | 86 813 CHF | 100,00% | 100,00% |
05/07/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 90 050 CHF | 91 950 CHF | 99,81% | 99,81% |
04/07/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 90 724 CHF | 92 624 CHF | 99,49% | 99,49% |
03/07/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 89 712 CHF | 91 612 CHF | 99,37% | 99,37% |