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 | 2,88% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 149 292 | 75 000 | 51 157 CHF | 26 461 CHF | 100,00% | 100,00% |
15/07/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 159 638 | 75 000 | 52 565 CHF | 25 448 CHF | 98,02% | 98,02% |
12/07/2024 | 3,09% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 161 820 | 75 000 | 51 551 CHF | 24 650 CHF | 99,01% | 99,01% |
11/07/2024 | 3,28% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 170 665 | 75 000 | 51 216 CHF | 23 272 CHF | 99,08% | 99,08% |
10/07/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 180 061 | 75 000 | 50 490 CHF | 21 780 CHF | 100,00% | 100,00% |
09/07/2024 | 3,80% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 199 885 | 75 000 | 51 582 CHF | 20 105 CHF | 91,48% | 91,48% |
08/07/2024 | 4,14% | 0,24 CHF | 0,25 CHF | 203 080 | 75 000 | 202 729 | 75 000 | 48 001 CHF | 18 509 CHF | 95,18% | 95,18% |
05/07/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 203 496 | 75 000 | 203 259 | 75 000 | 48 633 CHF | 18 695 CHF | 98,98% | 98,98% |
04/07/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 204 092 | 75 000 | 204 543 | 75 000 | 48 305 CHF | 18 463 CHF | 100,00% | 100,00% |
03/07/2024 | 4,25% | 0,23 CHF | 0,24 CHF | 205 008 | 75 000 | 206 177 | 75 000 | 47 425 CHF | 18 002 CHF | 100,00% | 100,00% |