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 | 4,07% | 0,44 CHF | 0,45 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 15 966 CHF | 16 628 CHF | 68,52% | 68,52% |
15/07/2024 | 3,71% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 192 769 | 75 000 | 51 001 CHF | 20 628 CHF | 89,89% | 89,89% |
12/07/2024 | 3,84% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 198 063 | 75 000 | 50 644 CHF | 19 940 CHF | 98,05% | 98,05% |
11/07/2024 | 3,79% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 198 490 | 75 000 | 51 386 CHF | 20 173 CHF | 91,55% | 91,55% |
10/07/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 210 000 | 75 000 | 214 085 | 75 000 | 50 454 CHF | 18 444 CHF | 100,00% | 100,00% |
09/07/2024 | 3,58% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 185 967 | 75 000 | 50 957 CHF | 21 329 CHF | 99,46% | 99,46% |
08/07/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 180 189 | 75 000 | 51 162 CHF | 22 074 CHF | 97,53% | 97,53% |
05/07/2024 | 3,53% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 184 881 | 75 000 | 51 436 CHF | 21 633 CHF | 95,74% | 95,74% |
04/07/2024 | 3,55% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 183 302 | 75 000 | 50 781 CHF | 21 538 CHF | 86,09% | 86,09% |
03/07/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 189 670 | 75 000 | 50 986 CHF | 20 930 CHF | 92,95% | 92,95% |