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 | 1,99% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 105 987 | 105 987 | 52 817 CHF | 53 877 CHF | 100,00% | 100,00% |
15/07/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 101 997 | 101 997 | 51 103 CHF | 52 123 CHF | 100,00% | 100,00% |
12/07/2024 | 1,95% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 50 907 CHF | 51 907 CHF | 99,98% | 99,98% |
11/07/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 103 004 | 103 004 | 51 917 CHF | 52 947 CHF | 97,74% | 97,74% |
10/07/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 123 376 | 123 376 | 59 856 CHF | 61 090 CHF | 96,18% | 96,18% |
09/07/2024 | 2,10% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 124 622 | 124 622 | 58 664 CHF | 59 910 CHF | 99,64% | 99,64% |
08/07/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 445 | 100 445 | 52 239 CHF | 53 244 CHF | 100,00% | 100,00% |
05/07/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 104 268 | 104 268 | 53 244 CHF | 54 287 CHF | 100,00% | 100,00% |
04/07/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 490 | 100 490 | 52 808 CHF | 53 813 CHF | 100,00% | 100,00% |
03/07/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 115 546 | 115 546 | 56 821 CHF | 57 977 CHF | 99,32% | 99,32% |