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 | 2,30% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 51 709 CHF | 22 045 CHF | 100,00% | 100,00% |
15/07/2024 | 2,23% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 119 892 | 50 000 | 53 079 CHF | 22 637 CHF | 81,98% | 81,98% |
12/07/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 52 455 CHF | 22 356 CHF | 91,40% | 91,40% |
11/07/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 52 268 CHF | 22 278 CHF | 98,67% | 98,67% |
10/07/2024 | 2,47% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 129 056 | 50 000 | 51 686 CHF | 20 532 CHF | 99,41% | 99,41% |
09/07/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 130 000 | 50 000 | 51 768 CHF | 20 411 CHF | 87,05% | 87,05% |
08/07/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 130 000 | 50 000 | 51 469 CHF | 20 296 CHF | 88,03% | 88,03% |
05/07/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 131 389 | 50 000 | 51 082 CHF | 19 944 CHF | 97,09% | 97,09% |
04/07/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 133 021 | 50 000 | 51 653 CHF | 19 926 CHF | 98,24% | 98,24% |
03/07/2024 | 2,72% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 141 457 | 50 000 | 51 242 CHF | 18 619 CHF | 99,65% | 99,65% |