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 | 3,60% | 0,52 CHF | 0,54 CHF | 100 000 | 7 500 | 104 753 | 7 500 | 52 134 CHF | 3 873 CHF | 100,00% | 100,00% |
15/07/2024 | 3,05% | 0,51 CHF | 0,53 CHF | 100 000 | 7 500 | 92 849 | 7 500 | 52 787 CHF | 4 402 CHF | 95,21% | 95,21% |
12/07/2024 | 2,66% | 0,59 CHF | 0,61 CHF | 90 000 | 7 500 | 88 134 | 7 500 | 53 649 CHF | 4 692 CHF | 99,00% | 99,00% |
11/07/2024 | 3,03% | 0,58 CHF | 0,59 CHF | 90 000 | 7 500 | 91 127 | 7 500 | 52 166 CHF | 4 428 CHF | 97,33% | 97,33% |
10/07/2024 | 3,50% | 0,49 CHF | 0,51 CHF | 110 000 | 7 500 | 110 384 | 7 500 | 52 407 CHF | 3 689 CHF | 100,00% | 100,00% |
09/07/2024 | 3,52% | 0,49 CHF | 0,51 CHF | 110 000 | 7 500 | 109 818 | 7 500 | 52 100 CHF | 3 687 CHF | 100,00% | 100,00% |
08/07/2024 | 3,61% | 0,46 CHF | 0,48 CHF | 110 000 | 7 500 | 114 458 | 7 500 | 52 277 CHF | 3 554 CHF | 99,80% | 99,80% |
05/07/2024 | 3,82% | 0,45 CHF | 0,47 CHF | 120 000 | 7 500 | 91 015 | 7 500 | 40 986 CHF | 3 473 CHF | 89,33% | 98,81% |
04/07/2024 | 3,68% | 0,43 CHF | 0,45 CHF | 22 500 | 7 500 | 22 500 | 7 500 | 9 531 CHF | 3 296 CHF | 100,00% | 100,00% |
03/07/2024 | 4,56% | 0,36 CHF | 0,38 CHF | 22 500 | 7 500 | 22 500 | 7 500 | 8 199 CHF | 2 861 CHF | 99,73% | 99,73% |