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 | 2,66% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 139 337 | 75 000 | 51 751 CHF | 28 614 CHF | 100,00% | 100,00% |
15/07/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 141 831 | 75 000 | 50 768 CHF | 27 605 CHF | 99,72% | 99,72% |
12/07/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 51 963 CHF | 26 732 CHF | 99,01% | 99,01% |
11/07/2024 | 2,99% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 159 450 | 75 000 | 52 467 CHF | 25 439 CHF | 99,08% | 99,08% |
10/07/2024 | 3,18% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 169 853 | 75 000 | 52 614 CHF | 23 983 CHF | 100,00% | 100,00% |
09/07/2024 | 3,41% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 179 788 | 75 000 | 51 765 CHF | 22 345 CHF | 100,00% | 100,00% |
08/07/2024 | 3,72% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 196 034 | 75 000 | 51 722 CHF | 20 547 CHF | 100,00% | 100,00% |
05/07/2024 | 3,66% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 192 020 | 75 000 | 51 441 CHF | 20 849 CHF | 98,98% | 98,98% |
04/07/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 199 713 | 75 000 | 51 877 CHF | 20 233 CHF | 100,00% | 100,00% |
03/07/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 200 000 | 75 000 | 52 000 CHF | 20 250 CHF | 100,00% | 100,00% |