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 | 3,01% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 49 977 | 49 977 | 16 355 CHF | 16 855 CHF | 99,99% | 99,99% |
15/07/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 834 CHF | 17 334 CHF | 100,00% | 100,00% |
12/07/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 383 CHF | 17 883 CHF | 100,00% | 100,00% |
11/07/2024 | 2,79% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 666 CHF | 18 166 CHF | 71,56% | 71,56% |
10/07/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 500 CHF | 18 000 CHF | 100,00% | 100,00% |
09/07/2024 | 2,74% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 49 994 | 49 994 | 18 027 CHF | 18 527 CHF | 100,00% | 100,00% |
08/07/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 500 CHF | 19 000 CHF | 100,00% | 100,00% |
05/07/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 109 CHF | 19 609 CHF | 100,00% | 100,00% |
04/07/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 000 CHF | 19 500 CHF | 100,00% | 100,00% |
03/07/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 670 CHF | 19 170 CHF | 100,00% | 100,00% |