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 | 2,02% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 108 021 | 75 000 | 52 965 CHF | 37 539 CHF | 100,00% | 100,00% |
15/07/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 52 215 CHF | 36 351 CHF | 99,72% | 99,72% |
12/07/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 033 | 75 000 | 51 313 CHF | 35 726 CHF | 99,01% | 99,01% |
11/07/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 119 085 | 75 000 | 53 424 CHF | 34 404 CHF | 99,09% | 99,09% |
10/07/2024 | 2,31% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 51 423 CHF | 32 889 CHF | 100,00% | 100,00% |
09/07/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 130 000 | 75 000 | 52 748 CHF | 31 181 CHF | 100,00% | 100,00% |
08/07/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 136 942 | 75 000 | 52 435 CHF | 29 479 CHF | 100,00% | 100,00% |
05/07/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 133 934 | 75 000 | 51 684 CHF | 29 705 CHF | 98,98% | 98,98% |
04/07/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 140 000 | 75 000 | 53 066 CHF | 29 178 CHF | 100,00% | 100,00% |
03/07/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 140 000 | 75 000 | 53 148 CHF | 29 222 CHF | 100,00% | 100,00% |