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 | 2,09% | 0,47 CHF | 0,48 CHF | 100 000 | 100 000 | 46 640 | 46 640 | 22 668 CHF | 23 139 CHF | 99,89% | 99,89% |
15/07/2024 | 2,06% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 46 825 | 46 825 | 23 185 CHF | 23 655 CHF | 100,00% | 100,00% |
12/07/2024 | 3,03% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 46 621 | 46 621 | 23 144 CHF | 23 770 CHF | 99,97% | 99,97% |
11/07/2024 | 2,60% | 0,56 CHF | 0,57 CHF | 90 000 | 90 000 | 44 691 | 44 691 | 26 279 CHF | 26 887 CHF | 100,00% | 100,00% |
10/07/2024 | 2,66% | 0,58 CHF | 0,59 CHF | 90 000 | 90 000 | 44 735 | 44 735 | 26 092 CHF | 26 700 CHF | 100,00% | 100,00% |
09/07/2024 | 2,76% | 0,55 CHF | 0,56 CHF | 90 000 | 90 000 | 44 629 | 44 629 | 24 971 CHF | 25 579 CHF | 100,00% | 100,00% |
08/07/2024 | 2,98% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 46 818 | 46 818 | 23 994 CHF | 24 624 CHF | 100,00% | 100,00% |
05/07/2024 | 2,40% | 0,48 CHF | 0,49 CHF | 100 000 | 100 000 | 46 548 | 46 548 | 20 509 CHF | 20 980 CHF | 99,89% | 99,89% |
04/07/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 40 000 | 40 000 | 34 565 | 34 565 | 15 546 CHF | 15 893 CHF | 100,00% | 100,00% |
03/07/2024 | 2,06% | 0,45 CHF | 0,46 CHF | 100 000 | 100 000 | 46 272 | 46 272 | 22 605 CHF | 23 069 CHF | 100,00% | 100,00% |