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 | 2,19% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 117 388 | 50 000 | 52 991 CHF | 23 085 CHF | 100,00% | 100,00% |
15/07/2024 | 2,07% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 108 630 | 50 000 | 52 009 CHF | 24 459 CHF | 98,72% | 98,72% |
12/07/2024 | 2,19% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 116 685 | 50 000 | 52 583 CHF | 23 079 CHF | 99,38% | 99,38% |
11/07/2024 | 2,32% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 121 182 | 75 000 | 51 589 CHF | 32 694 CHF | 32,67% | 32,67% |
10/07/2024 | 2,69% | 0,41 CHF | 0,42 CHF | 125 850 | 75 000 | 127 000 | 75 000 | 46 680 CHF | 28 321 CHF | 100,00% | 100,00% |
09/07/2024 | 2,39% | 0,38 CHF | 0,39 CHF | 126 422 | 75 000 | 122 826 | 75 000 | 50 739 CHF | 31 760 CHF | 99,78% | 99,78% |
08/07/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 51 434 CHF | 21 931 CHF | 100,00% | 100,00% |
05/07/2024 | 1,99% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 103 349 | 50 000 | 51 482 CHF | 25 472 CHF | 99,62% | 99,62% |
04/07/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 933 | 50 000 | 51 363 CHF | 23 656 CHF | 100,00% | 100,00% |
03/07/2024 | 2,24% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 118 378 | 75 000 | 52 244 CHF | 33 877 CHF | 69,19% | 69,19% |