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 | 4,53% | 0,39 CHF | 0,41 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 14 456 CHF | 15 124 CHF | 73,47% | 73,47% |
15/07/2024 | 4,24% | 0,21 CHF | 0,22 CHF | 237 911 | 75 000 | 218 474 | 75 000 | 50 446 CHF | 18 101 CHF | 59,56% | 59,56% |
12/07/2024 | 4,21% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 217 417 | 75 000 | 50 528 CHF | 18 191 CHF | 92,52% | 92,52% |
11/07/2024 | 4,51% | 0,22 CHF | 0,23 CHF | 214 142 | 75 000 | 222 441 | 75 000 | 48 190 CHF | 17 005 CHF | 91,55% | 91,55% |
10/07/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 237 608 | 75 000 | 237 075 | 75 000 | 46 035 CHF | 15 323 CHF | 100,00% | 100,00% |
09/07/2024 | 4,25% | 0,21 CHF | 0,22 CHF | 221 870 | 75 000 | 212 297 | 75 000 | 48 982 CHF | 18 070 CHF | 89,90% | 89,90% |
08/07/2024 | 4,10% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 205 912 | 75 000 | 49 313 CHF | 18 743 CHF | 57,97% | 57,97% |
05/07/2024 | 4,15% | 0,23 CHF | 0,24 CHF | 215 634 | 75 000 | 211 442 | 75 000 | 49 890 CHF | 18 466 CHF | 89,05% | 89,05% |
04/07/2024 | 4,11% | 0,24 CHF | 0,25 CHF | 209 708 | 75 000 | 211 076 | 75 000 | 50 255 CHF | 18 613 CHF | 66,17% | 66,17% |
03/07/2024 | 4,27% | 0,24 CHF | 0,25 CHF | 210 000 | 75 000 | 219 056 | 75 000 | 50 250 CHF | 17 972 CHF | 79,59% | 79,59% |