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 | 2,63% | 0,40 CHF | 0,41 CHF | 117 635 | 50 000 | 118 258 | 50 000 | 44 347 CHF | 19 252 CHF | 100,00% | 100,00% |
15/07/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 118 059 | 50 000 | 117 387 | 50 000 | 46 553 CHF | 20 330 CHF | 98,52% | 98,52% |
12/07/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 117 956 | 50 000 | 117 837 | 50 000 | 45 854 CHF | 19 957 CHF | 99,38% | 99,38% |
11/07/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 117 823 | 50 000 | 118 060 | 50 000 | 45 935 CHF | 19 954 CHF | 99,15% | 99,15% |
10/07/2024 | 2,93% | 0,36 CHF | 0,37 CHF | 119 178 | 50 000 | 119 738 | 50 000 | 40 322 CHF | 17 338 CHF | 100,00% | 100,00% |
09/07/2024 | 2,96% | 0,32 CHF | 0,33 CHF | 120 200 | 50 000 | 119 959 | 50 000 | 39 921 CHF | 17 140 CHF | 100,00% | 100,00% |
08/07/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 120 147 | 50 000 | 119 786 | 50 000 | 39 631 CHF | 17 043 CHF | 100,00% | 100,00% |
05/07/2024 | 3,06% | 0,31 CHF | 0,32 CHF | 120 631 | 50 000 | 120 445 | 50 000 | 38 785 CHF | 16 601 CHF | 99,62% | 99,62% |
04/07/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 120 442 | 50 000 | 120 760 | 50 000 | 38 998 CHF | 16 648 CHF | 100,00% | 100,00% |
03/07/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 121 675 | 50 000 | 122 200 | 50 000 | 35 102 CHF | 14 864 CHF | 99,73% | 99,73% |