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 | 2,36% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 123 428 | 75 000 | 51 560 CHF | 32 099 CHF | 100,00% | 100,00% |
15/07/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 130 000 | 75 000 | 52 338 CHF | 30 945 CHF | 99,72% | 99,72% |
12/07/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 130 050 | 75 000 | 51 027 CHF | 30 178 CHF | 99,01% | 99,01% |
11/07/2024 | 2,65% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 139 134 | 75 000 | 51 864 CHF | 28 715 CHF | 99,09% | 99,09% |
10/07/2024 | 2,81% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 148 547 | 75 000 | 52 205 CHF | 27 114 CHF | 100,00% | 100,00% |
09/07/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 156 603 | 75 000 | 51 889 CHF | 25 614 CHF | 100,00% | 100,00% |
08/07/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 167 657 | 75 000 | 52 349 CHF | 24 176 CHF | 100,00% | 100,00% |
05/07/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 169 365 | 75 000 | 52 605 CHF | 24 048 CHF | 98,98% | 98,98% |
04/07/2024 | 3,19% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 170 000 | 75 000 | 52 491 CHF | 23 908 CHF | 100,00% | 100,00% |
03/07/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 170 000 | 75 000 | 51 609 CHF | 23 519 CHF | 100,00% | 100,00% |